+326.9%
AMGN vs TAP
-47.7%
+374.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.5% | -6.3% | +7.8% | +3.2% |
| 30D | +13.1% | +2.7% | +10.4% | +12.2% |
| 3M | +12.9% | -3.7% | +16.6% | +13.7% |
| 6M | +40.8% | -2.0% | +42.8% | +40.8% |
| YTD | +45.6% | -12.3% | +58.0% | +49.4% |
| 1Y | +42.7% | -10.1% | +52.8% | +45.3% |
| 3Y | +91.2% | -25.3% | +116.4% | +102.1% |
| 5Y | +158.1% | -1.9% | +160.1% | +149.5% |
| All | +326.9% | -47.7% | +374.6% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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