+84.6%
AMGN vs SW
+40.4%
+44.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.6% |
| 7D | -0.1% | +4.7% | -4.8% | -0.7% |
| 30D | +14.3% | +5.0% | +9.3% | +13.6% |
| 3M | +13.5% | -7.3% | +20.9% | +14.5% |
| 6M | +41.5% | +15.0% | +26.5% | +38.9% |
| YTD | +43.5% | +18.5% | +25.0% | +40.2% |
| 1Y | +47.9% | +27.1% | +20.8% | +43.4% |
| All | +84.6% | +40.4% | +44.2% | +83.4% |
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