+796.4%
AMGN vs ITOT
+879.4%
-83.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -13.9% | -2.0% | -11.8% | -12.6% |
| 30D | -7.1% | -2.0% | -5.2% | -5.8% |
| 3M | +13.9% | +4.5% | +9.4% | +10.3% |
| 6M | +3.2% | +12.6% | -9.4% | -5.2% |
| YTD | +19.2% | +12.0% | +7.3% | +9.9% |
| 1Y | +41.1% | +17.3% | +23.9% | +25.9% |
| 3Y | +61.3% | +75.2% | -14.0% | +6.9% |
| 5Y | +109.1% | +74.0% | +35.0% | +35.6% |
| 10Y | +209.4% | +298.6% | -89.2% | +6.1% |
| All | +796.4% | +879.4% | -83.1% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling