+100.8%
STM vs AMGN
+43.9%
+56.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +1.7% | -11.6% | +13.3% | +4.0% |
| 30D | -5.2% | -5.7% | +0.5% | -4.4% |
| 3M | -29.6% | +14.2% | -43.8% | -33.8% |
| 6M | +54.4% | +5.2% | +49.2% | +50.0% |
| YTD | +99.5% | +22.0% | +77.5% | +80.8% |
| 1Y | +100.8% | +43.6% | +57.1% | +74.6% |
| All | +100.8% | +43.9% | +56.9% | +74.6% |
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