+326.9%
AMGN vs STT
+198.7%
+128.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +1.5% | +5.1% | -3.7% | +0.3% |
| 30D | +13.1% | -0.2% | +13.4% | +13.1% |
| 3M | +12.9% | -8.1% | +21.0% | +15.0% |
| 6M | +40.8% | +16.6% | +24.1% | +35.1% |
| YTD | +45.6% | +37.8% | +7.8% | +33.9% |
| 1Y | +42.7% | +46.8% | -4.1% | +29.2% |
| 3Y | +91.2% | +181.2% | -90.0% | +46.2% |
| 5Y | +158.1% | +105.1% | +53.0% | +107.6% |
| All | +326.9% | +198.7% | +128.3% | +200.0% |
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