+313.6%
AMGN vs STRL
+3,927.3%
-3,613.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.9% | -19.8% | +20.7% | +2.0% |
| 30D | +12.1% | -43.6% | +55.7% | +16.1% |
| 3M | +12.2% | -45.2% | +57.4% | +16.0% |
| 6M | +42.1% | -65.7% | +107.9% | +51.2% |
| YTD | +45.0% | -5.4% | +50.5% | +38.4% |
| 1Y | +47.7% | -24.7% | +72.4% | +43.6% |
| 3Y | +90.4% | +335.0% | -244.6% | +47.7% |
| 5Y | +154.9% | +915.3% | -760.4% | +73.5% |
| 10Y | +313.6% | +3,877.5% | -3,563.9% | +137.8% |
| All | +313.6% | +3,927.3% | -3,613.7% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling