+4,344.1%
SMCI vs AMGN
+945.7%
+3,398.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +5.2% | -11.6% | +16.9% | +10.8% |
| 30D | +23.7% | -5.7% | +29.4% | +26.2% |
| 3M | -4.2% | +14.2% | -18.4% | -10.6% |
| 6M | +21.7% | +5.2% | +16.5% | +17.9% |
| YTD | +33.0% | +22.0% | +11.0% | +20.6% |
| 1Y | -9.3% | +43.6% | -52.9% | -24.3% |
| 3Y | +38.7% | +65.0% | -26.3% | +5.9% |
| 5Y | +967.2% | +112.0% | +855.1% | +603.8% |
| 10Y | +1,745.9% | +216.6% | +1,529.3% | +843.8% |
| All | +4,344.1% | +945.7% | +3,398.3% | +1,435.0% |
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