+13,076.5%
AMGN vs STRL
+12,054.0%
+1,022.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.4% |
| 7D | -2.2% | +7.1% | -9.3% | -2.5% |
| 30D | +12.1% | -39.4% | +51.5% | +13.8% |
| 3M | +13.6% | -43.0% | +56.6% | +15.5% |
| 6M | +43.9% | -65.0% | +108.9% | +48.3% |
| YTD | +45.9% | -0.8% | +46.7% | +43.7% |
| 1Y | +42.1% | -20.3% | +62.4% | +40.9% |
| 3Y | +91.6% | +356.5% | -264.9% | +75.9% |
| 5Y | +158.5% | +952.8% | -794.3% | +128.7% |
| 10Y | +323.2% | +3,877.1% | -3,553.9% | +251.9% |
| All | +13,076.5% | +12,054.0% | +1,022.5% | +8,990.3% |
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