+199.6%
AMGN vs TAP
-50.5%
+250.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -13.9% | -5.3% | -8.6% | -12.6% |
| 30D | -7.1% | -7.4% | +0.2% | -5.3% |
| 3M | +13.9% | -4.9% | +18.8% | +15.3% |
| 6M | +3.2% | -14.2% | +17.5% | +7.1% |
| YTD | +19.2% | -14.8% | +34.1% | +23.6% |
| 1Y | +41.1% | -18.1% | +59.2% | +47.5% |
| 3Y | +61.3% | -32.7% | +94.0% | +75.5% |
| 5Y | +109.1% | -0.5% | +109.5% | +101.8% |
| All | +199.6% | -50.5% | +250.1% | +200.5% |
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