+2,684.0%
SNDK vs AMGN
+57.8%
+2,626.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.4% | +12.2% |
| 7D | +17.2% | +1.1% | +16.1% | +16.8% |
| 30D | +28.8% | +7.8% | +21.0% | +26.2% |
| 3M | -1.1% | +27.3% | -28.4% | -10.4% |
| 6M | +190.5% | +16.8% | +173.6% | +177.5% |
| YTD | +633.0% | +36.3% | +596.7% | +520.0% |
| 1Y | +2,684.0% | +60.4% | +2,623.6% | +1,833.2% |
| All | +2,684.0% | +57.8% | +2,626.2% | +1,833.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling