+20.3%
SGOV vs AMGN
+99.6%
-79.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | 0.0% | -13.7% | +13.7% | +0.1% |
| 30D | +0.3% | -8.8% | +9.1% | +0.3% |
| 3M | +0.9% | +7.2% | -6.3% | +0.9% |
| 6M | +1.8% | +1.3% | +0.6% | +1.8% |
| YTD | +2.5% | +17.6% | -15.1% | +2.5% |
| 1Y | +3.8% | +37.2% | -33.4% | +3.8% |
| 3Y | +14.4% | +57.7% | -43.4% | +14.4% |
| 5Y | +20.2% | +106.3% | -86.1% | +20.2% |
| All | +20.3% | +99.6% | -79.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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