+88.3%
AMGN vs SW
+19.6%
+68.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.7% |
| 7D | +1.1% | -5.1% | +6.2% | +1.7% |
| 30D | +7.8% | -4.6% | +12.4% | +8.4% |
| 3M | +27.3% | +9.4% | +17.9% | +25.7% |
| 6M | +16.8% | +3.5% | +13.3% | +15.8% |
| YTD | +36.3% | +22.0% | +14.3% | +32.9% |
| 1Y | +60.4% | +2.2% | +58.2% | +58.2% |
| All | +88.3% | +19.6% | +68.7% | +86.2% |
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 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