+103.4%
AMGN vs ITOT
+74.3%
+29.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.7% |
| 7D | -13.7% | -0.9% | -12.8% | -13.3% |
| 30D | -8.8% | -1.5% | -7.3% | -8.2% |
| 3M | +7.2% | +3.6% | +3.6% | +5.5% |
| 6M | +1.3% | +13.7% | -12.4% | -4.3% |
| YTD | +17.6% | +12.9% | +4.7% | +11.5% |
| 1Y | +37.2% | +17.2% | +20.0% | +28.0% |
| 3Y | +57.7% | +75.6% | -17.9% | +24.6% |
| All | +103.4% | +74.3% | +29.1% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling