+92.0%
AMGN vs SW
+44.2%
+47.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | -2.2% | -2.6% | +0.4% | -1.8% |
| 30D | +12.1% | +7.2% | +4.9% | +11.1% |
| 3M | +13.6% | -10.5% | +24.1% | +15.1% |
| 6M | +43.9% | +9.9% | +34.1% | +42.0% |
| YTD | +45.9% | +17.2% | +28.7% | +42.7% |
| 1Y | +42.1% | +26.5% | +15.6% | +37.9% |
| All | +92.0% | +44.2% | +47.9% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling