+77.7%
SPY vs AMGN
+91.8%
-14.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | -2.0% | +9.3% | -11.3% | -3.3% |
| 3M | -2.8% | +12.1% | -14.9% | -4.7% |
| 6M | +2.1% | +40.3% | -38.1% | -3.8% |
| YTD | +11.5% | +45.2% | -33.7% | +4.1% |
| 1Y | +13.5% | +42.4% | -29.0% | +6.3% |
| 3Y | +77.7% | +91.0% | -13.3% | +52.3% |
| All | +77.7% | +91.8% | -14.1% | +52.3% |
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