+195.5%
AMGN vs ITOT
+303.4%
-107.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.9% |
| 7D | -13.7% | -0.9% | -12.8% | -13.2% |
| 30D | -8.8% | -1.5% | -7.3% | -7.9% |
| 3M | +7.2% | +3.6% | +3.6% | +4.7% |
| 6M | +1.3% | +13.7% | -12.4% | -6.9% |
| YTD | +17.6% | +12.9% | +4.7% | +8.5% |
| 1Y | +37.2% | +17.2% | +20.0% | +23.5% |
| 3Y | +57.7% | +75.6% | -17.9% | +7.6% |
| 5Y | +106.3% | +75.5% | +30.8% | +38.3% |
| All | +195.5% | +303.4% | -107.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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