+108.0%
AMGN vs STRL
+2,093.0%
-1,985.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.2% | -13.3% | -10.2% |
| 7D | -10.3% | +10.1% | -20.4% | -10.6% |
| 30D | -3.8% | -8.2% | +4.4% | -3.5% |
| 3M | +14.4% | -43.7% | +58.1% | +17.0% |
| 6M | +7.8% | +27.1% | -19.3% | +4.3% |
| YTD | +22.6% | +64.0% | -41.4% | +16.6% |
| 1Y | +44.2% | +75.2% | -30.9% | +36.5% |
| 3Y | +65.8% | +539.9% | -474.1% | +37.7% |
| 5Y | +108.0% | +2,133.0% | -2,025.0% | +41.2% |
| All | +108.0% | +2,093.0% | -1,985.0% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling