+8,553.9%
AMGN vs STZ
+11,030.9%
-2,477.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.1% | +2.6% | -1.4% | +0.7% |
| 30D | +9.3% | +15.2% | -5.9% | +6.5% |
| 3M | +12.1% | +7.6% | +4.5% | +10.5% |
| 6M | +40.3% | +5.3% | +35.0% | +38.6% |
| YTD | +45.2% | +8.6% | +36.5% | +42.2% |
| 1Y | +42.4% | +15.6% | +26.9% | +37.9% |
| 3Y | +91.0% | -35.2% | +126.2% | +103.0% |
| 5Y | +157.4% | -29.1% | +186.5% | +167.9% |
| 10Y | +321.0% | +12.9% | +308.1% | +297.5% |
| All | +8,553.9% | +11,030.9% | -2,477.1% | +3,937.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling