+88.6%
AMGN vs BTDR
+23.3%
+65.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.5% |
| 7D | -11.6% | +14.8% | -26.4% | -11.7% |
| 30D | -5.7% | +41.8% | -47.5% | -5.9% |
| 3M | +14.2% | -29.2% | +43.4% | +14.4% |
| 6M | +5.2% | +66.2% | -61.0% | +4.5% |
| YTD | +22.0% | +10.0% | +12.0% | +21.5% |
| 1Y | +43.6% | -11.0% | +54.6% | +43.1% |
| 3Y | +65.0% | +6.9% | +58.1% | +62.4% |
| 5Y | +112.0% | +24.7% | +87.4% | +109.1% |
| All | +88.6% | +23.3% | +65.3% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling