+1,808.6%
STM vs AMGN
+9,777.1%
-7,968.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | -1.2% | -9.5% | -10.3% |
| 30D | -25.7% | +11.5% | -37.2% | -29.2% |
| 3M | -21.6% | +14.4% | -36.0% | -26.6% |
| 6M | -27.8% | +40.9% | -68.7% | -38.8% |
| YTD | +61.8% | +43.5% | +18.2% | +35.9% |
| 1Y | +78.1% | +49.9% | +28.2% | +46.6% |
| 3Y | +4.9% | +84.6% | -79.7% | -22.6% |
| 5Y | -14.3% | +151.6% | -165.9% | -45.5% |
| 10Y | +414.1% | +358.2% | +55.9% | +149.9% |
| All | +1,808.6% | +9,777.1% | -7,968.4% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling