+199.6%
AMGN vs STT
+267.9%
-68.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -13.9% | -1.4% | -12.5% | -13.6% |
| 30D | -7.1% | +2.2% | -9.3% | -7.7% |
| 3M | +13.9% | +18.8% | -4.9% | +9.1% |
| 6M | +3.2% | +57.9% | -54.7% | -8.0% |
| YTD | +19.2% | +51.0% | -31.8% | +7.3% |
| 1Y | +41.1% | +77.1% | -36.0% | +21.8% |
| 3Y | +61.3% | +199.8% | -138.5% | +21.0% |
| 5Y | +109.1% | +156.0% | -46.9% | +58.0% |
| All | +199.6% | +267.9% | -68.3% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling