+64,868.5%
AMGN vs STT
+6,508.4%
+58,360.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.3% |
| 7D | 0.0% | +0.9% | -1.0% | -0.3% |
| 30D | +12.1% | -2.3% | +14.5% | +12.7% |
| 3M | +13.9% | -7.0% | +20.9% | +15.7% |
| 6M | +42.1% | +15.5% | +26.7% | +36.7% |
| YTD | +45.0% | +35.6% | +9.4% | +33.9% |
| 1Y | +49.3% | +47.9% | +1.5% | +34.8% |
| 3Y | +92.8% | +181.1% | -88.3% | +47.4% |
| 5Y | +156.7% | +108.2% | +48.5% | +104.8% |
| 10Y | +328.1% | +201.0% | +127.1% | +195.2% |
| All | +64,868.5% | +6,508.4% | +58,360.2% | +14,756.8% |
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