+182.6%
SLV vs AMGN
+68.2%
+114.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.1% | +9.3% | +0.8% |
| 7D | +2.5% | -10.3% | +12.8% | +4.1% |
| 30D | +3.3% | -3.8% | +7.0% | +3.8% |
| 3M | -3.6% | +14.4% | -18.0% | -5.7% |
| 6M | -21.8% | +7.8% | -29.6% | -22.9% |
| YTD | -7.8% | +22.6% | -30.4% | -10.1% |
| 1Y | +58.3% | +44.2% | +14.1% | +52.3% |
| 3Y | +182.6% | +65.8% | +116.8% | +162.6% |
| All | +182.6% | +68.2% | +114.4% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling