+60,958.4%
AMGN vs TAP
+825.0%
+60,133.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | +7.8% | -2.1% | +10.0% | +8.2% |
| 3M | +27.3% | +6.6% | +20.6% | +25.5% |
| 6M | +16.8% | -11.5% | +28.3% | +19.2% |
| YTD | +36.3% | -10.3% | +46.6% | +38.5% |
| 1Y | +60.4% | -14.4% | +74.8% | +64.3% |
| 3Y | +86.3% | -28.3% | +114.6% | +96.0% |
| 5Y | +125.7% | +1.7% | +124.0% | +120.1% |
| 10Y | +247.0% | -49.2% | +296.2% | +270.2% |
| All | +60,958.4% | +825.0% | +60,133.4% | +39,756.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling