+333.1%
SLV vs AMGN
+870.2%
-537.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +6.7% | +7.8% | -1.1% | +5.9% |
| 3M | -10.7% | +27.3% | -37.9% | -12.8% |
| 6M | -20.6% | +16.8% | -37.4% | -21.8% |
| YTD | -7.1% | +36.3% | -43.5% | -9.8% |
| 1Y | +62.0% | +60.4% | +1.6% | +55.1% |
| 3Y | +169.8% | +86.3% | +83.5% | +153.8% |
| 5Y | +161.5% | +125.7% | +35.8% | +141.4% |
| 10Y | +224.4% | +247.0% | -22.6% | +187.2% |
| All | +333.1% | +870.2% | -537.1% | +218.0% |
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