+103.4%
AMGN vs STT
+156.7%
-53.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -13.7% | -0.4% | -13.3% | -13.6% |
| 30D | -8.8% | +1.7% | -10.5% | -9.1% |
| 3M | +7.2% | +17.9% | -10.7% | +3.9% |
| 6M | +1.3% | +55.3% | -54.0% | -6.8% |
| YTD | +17.6% | +52.7% | -35.0% | +8.4% |
| 1Y | +37.2% | +75.7% | -38.5% | +23.0% |
| 3Y | +57.7% | +197.9% | -140.2% | +28.0% |
| All | +103.4% | +156.7% | -53.3% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling