+47.7%
AMGN vs SW
+26.3%
+21.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | 0.0% | +1.8% | -1.9% | -0.4% |
| 30D | +12.1% | +7.0% | +5.1% | +10.6% |
| 3M | +13.9% | -7.6% | +21.5% | +15.5% |
| 6M | +42.1% | +8.5% | +33.6% | +39.3% |
| YTD | +45.0% | +17.7% | +27.4% | +38.1% |
| All | +47.7% | +26.3% | +21.4% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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