+60,958.4%
AMGN vs STT
+7,372.9%
+53,585.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +7.8% | +3.9% | +4.0% | +6.8% |
| 3M | +27.3% | +20.0% | +7.3% | +21.5% |
| 6M | +16.8% | +55.3% | -38.5% | +4.6% |
| YTD | +36.3% | +53.3% | -17.0% | +22.2% |
| 1Y | +60.4% | +74.7% | -14.3% | +39.1% |
| 3Y | +86.3% | +205.8% | -119.5% | +39.7% |
| 5Y | +125.7% | +145.0% | -19.3% | +73.0% |
| 10Y | +247.0% | +266.0% | -19.0% | +128.5% |
| All | +60,958.4% | +7,372.9% | +53,585.4% | +13,467.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling