+4,601.6%
SNDK vs AMGN
+35.4%
+4,566.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.8% | -3.3% |
| 7D | +8.8% | -13.9% | +22.7% | +14.3% |
| 30D | +33.2% | -7.1% | +40.3% | +35.4% |
| 3M | +3.0% | +13.9% | -10.9% | -7.0% |
| 6M | +173.5% | +3.2% | +170.2% | +161.9% |
| YTD | +613.0% | +19.2% | +593.8% | +510.3% |
| 1Y | +2,189.8% | +41.1% | +2,148.6% | +1,613.5% |
| All | +4,601.6% | +35.4% | +4,566.2% | +3,698.9% |
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