+65.8%
AMGN vs TAP
-31.5%
+97.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.1% | -6.0% | -8.9% |
| 7D | -10.3% | -2.3% | -7.9% | -9.5% |
| 30D | -3.8% | -9.4% | +5.6% | -1.1% |
| 3M | +14.4% | -0.8% | +15.2% | +14.5% |
| 6M | +7.8% | -14.7% | +22.6% | +12.2% |
| YTD | +22.6% | -13.9% | +36.5% | +26.8% |
| 1Y | +44.2% | -18.6% | +62.8% | +51.2% |
| 3Y | +65.8% | -32.0% | +97.8% | +79.7% |
| All | +65.8% | -31.5% | +97.3% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling