+78.5%
SPY vs AMGN
+68.2%
+10.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.5% | +1.1% |
| 7D | +0.5% | -10.3% | +10.8% | +2.3% |
| 30D | -0.9% | -3.8% | +2.8% | -0.5% |
| 3M | +3.9% | +14.4% | -10.5% | +1.1% |
| 6M | +14.5% | +7.8% | +6.7% | +12.6% |
| YTD | +12.9% | +22.6% | -9.7% | +8.2% |
| 1Y | +19.4% | +44.2% | -24.9% | +10.4% |
| 3Y | +78.5% | +65.8% | +12.7% | +56.4% |
| All | +78.5% | +68.2% | +10.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling