+81.9%
AMGN vs BTDR
+19.6%
+62.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.1% | -1.4% |
| 7D | -13.7% | -3.4% | -10.3% | -13.7% |
| 30D | -8.8% | +32.6% | -41.4% | -9.0% |
| 3M | +7.2% | -32.2% | +39.4% | +7.5% |
| 6M | +1.3% | +52.4% | -51.1% | +0.7% |
| YTD | +17.6% | +6.7% | +11.0% | +17.2% |
| 1Y | +37.2% | -15.2% | +52.4% | +36.7% |
| 3Y | +57.7% | +14.9% | +42.9% | +55.2% |
| 5Y | +106.3% | +20.8% | +85.5% | +103.4% |
| All | +81.9% | +19.6% | +62.3% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling