+206.5%
AMGN vs STT
+269.0%
-62.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -11.6% | +1.0% | -12.6% | -11.8% |
| 30D | -5.7% | +2.8% | -8.5% | -6.3% |
| 3M | +14.2% | +18.1% | -3.9% | +9.5% |
| 6M | +5.2% | +59.2% | -54.0% | -6.4% |
| YTD | +22.0% | +51.5% | -29.5% | +9.7% |
| 1Y | +43.6% | +75.7% | -32.0% | +24.3% |
| 3Y | +65.0% | +200.8% | -135.8% | +23.7% |
| 5Y | +112.0% | +155.8% | -43.7% | +60.3% |
| All | +206.5% | +269.0% | -62.6% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling