+60.4%
AMGN vs STZ
-10.2%
+70.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | +7.8% | -1.9% | +9.7% | +8.0% |
| 3M | +27.3% | -6.2% | +33.5% | +28.4% |
| 6M | +16.8% | -14.0% | +30.8% | +19.6% |
| YTD | +36.3% | -5.1% | +41.4% | +37.0% |
| 1Y | +60.4% | -9.6% | +70.0% | +62.1% |
| All | +60.4% | -10.2% | +70.6% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling