+17.5%
SPY vs AMGN
+40.4%
-22.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -2.0% | -13.9% | +11.9% | -0.5% |
| 30D | -1.7% | -7.1% | +5.5% | -1.0% |
| 3M | +4.7% | +13.9% | -9.2% | +2.8% |
| 6M | +12.5% | +3.2% | +9.3% | +11.7% |
| YTD | +11.7% | +19.2% | -7.5% | +9.3% |
| 1Y | +17.5% | +41.1% | -23.7% | +12.8% |
| All | +17.5% | +40.4% | -22.9% | +12.8% |
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