+65.8%
AMGN vs STT
+203.8%
-138.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.2% | -8.9% | -9.8% |
| 7D | -10.3% | +2.2% | -12.4% | -10.7% |
| 30D | -3.8% | +3.9% | -7.7% | -4.7% |
| 3M | +14.4% | +19.2% | -4.8% | +9.2% |
| 6M | +7.8% | +60.4% | -52.6% | -5.0% |
| YTD | +22.6% | +51.5% | -28.9% | +9.3% |
| 1Y | +44.2% | +76.3% | -32.1% | +23.0% |
| 3Y | +65.8% | +200.7% | -134.9% | +16.2% |
| All | +65.8% | +203.8% | -138.0% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling