+311.2%
SPY vs AMGN
+210.3%
+100.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.2% |
| 7D | -2.0% | -13.9% | +11.9% | +2.8% |
| 30D | -1.7% | -7.1% | +5.5% | +0.5% |
| 3M | +4.7% | +13.9% | -9.2% | -0.5% |
| 6M | +12.5% | +3.2% | +9.3% | +10.3% |
| YTD | +11.7% | +19.2% | -7.5% | +3.7% |
| 1Y | +17.5% | +41.1% | -23.7% | +2.0% |
| 3Y | +76.6% | +61.3% | +15.3% | +41.2% |
| 5Y | +82.0% | +109.1% | -27.0% | +28.2% |
| All | +311.2% | +210.3% | +100.9% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling