+216.5%
SLV vs AMGN
+210.3%
+6.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -5.0% |
| 7D | -5.0% | -13.9% | +8.8% | -3.5% |
| 30D | -1.8% | -7.1% | +5.3% | -1.0% |
| 3M | -0.3% | +13.9% | -14.2% | -1.8% |
| 6M | -28.2% | +3.2% | -31.5% | -28.6% |
| YTD | -10.7% | +19.2% | -30.0% | -12.4% |
| 1Y | +53.7% | +41.1% | +12.6% | +48.6% |
| 3Y | +173.7% | +61.3% | +112.4% | +160.0% |
| 5Y | +161.5% | +109.1% | +52.4% | +142.2% |
| All | +216.5% | +210.3% | +6.1% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling