+1,837.5%
SNDK vs AMGN
+39.2%
+1,798.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | -6.1% | -13.7% | +7.6% | -4.0% |
| 30D | +21.5% | -8.8% | +30.3% | +22.6% |
| 3M | -13.2% | +7.2% | -20.4% | -17.7% |
| 6M | +149.2% | +1.3% | +147.9% | +143.9% |
| YTD | +588.1% | +17.6% | +570.4% | +502.9% |
| 1Y | +1,837.5% | +37.2% | +1,800.4% | +1,322.6% |
| All | +1,837.5% | +39.2% | +1,798.3% | +1,322.6% |
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 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