+248.5%
SLV vs AMGN
+932.4%
-683.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | +5.6% | 0.0% | +5.7% | +5.7% |
| 30D | -12.1% | +12.1% | -24.3% | -13.1% |
| 3M | -16.3% | +13.9% | -30.1% | -17.4% |
| 6M | -34.1% | +42.1% | -76.2% | -36.3% |
| YTD | -25.3% | +45.0% | -70.3% | -27.9% |
| 1Y | +9.6% | +49.3% | -39.7% | +5.4% |
| 3Y | +132.7% | +92.8% | +39.9% | +118.0% |
| 5Y | +113.7% | +156.7% | -43.1% | +94.9% |
| 10Y | +175.9% | +328.1% | -152.3% | +139.8% |
| All | +248.5% | +932.4% | -683.8% | +154.1% |
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