+12,207.3%
AMGN vs STRL
+19,359.6%
-7,152.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.3% | -1.8% |
| 7D | +1.1% | +3.4% | -2.3% | +1.0% |
| 30D | +7.8% | -9.2% | +17.1% | +8.1% |
| 3M | +27.3% | -51.0% | +78.3% | +30.1% |
| 6M | +16.8% | +15.8% | +1.1% | +15.0% |
| YTD | +36.3% | +58.9% | -22.5% | +32.4% |
| 1Y | +60.4% | +68.5% | -8.1% | +55.2% |
| 3Y | +86.3% | +485.2% | -398.9% | +70.1% |
| 5Y | +125.7% | +2,005.1% | -1,879.4% | +95.4% |
| 10Y | +247.0% | +7,118.0% | -6,870.9% | +183.6% |
| All | +12,207.3% | +19,359.6% | -7,152.3% | +8,279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling