+1,212.7%
AMGN vs STLA
+150.0%
+1,062.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.1% | -13.8% | +14.9% | +3.0% |
| 30D | +9.3% | -10.5% | +19.8% | +10.6% |
| 3M | +12.1% | -28.9% | +41.0% | +16.4% |
| 6M | +40.3% | -49.7% | +90.0% | +51.7% |
| YTD | +45.2% | -64.9% | +110.1% | +62.7% |
| 1Y | +42.4% | -64.0% | +106.5% | +58.9% |
| 3Y | +91.0% | -77.4% | +168.5% | +121.5% |
| 5Y | +157.4% | -74.4% | +231.8% | +189.4% |
| 10Y | +321.0% | -6.4% | +327.4% | +299.4% |
| All | +1,212.7% | +150.0% | +1,062.8% | +1,130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling