+156.7%
AMGN vs STRL
+916.0%
-759.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +15.0% | -13.9% | +0.6% |
| 7D | 0.0% | -13.3% | +13.3% | +0.1% |
| 30D | +12.1% | -43.3% | +55.5% | +13.8% |
| 3M | +13.9% | -46.9% | +60.7% | +15.7% |
| 6M | +42.1% | -65.6% | +107.7% | +46.7% |
| YTD | +45.0% | -5.1% | +50.1% | +40.0% |
| 1Y | +49.3% | -23.1% | +72.4% | +45.7% |
| 3Y | +92.8% | +346.8% | -254.1% | +59.9% |
| 5Y | +156.7% | +907.2% | -750.4% | +87.9% |
| All | +156.7% | +916.0% | -759.2% | +87.9% |
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