+655.0%
AMGN vs TDG
+13,008.0%
-12,353.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | -13.7% | -1.9% | -11.8% | -13.3% |
| 30D | -8.8% | -7.7% | -1.1% | -7.2% |
| 3M | +7.2% | -9.3% | +16.5% | +9.3% |
| 6M | +1.3% | -9.4% | +10.6% | +3.1% |
| YTD | +17.6% | -14.3% | +31.9% | +20.9% |
| 1Y | +37.2% | -11.8% | +49.0% | +39.9% |
| 3Y | +57.7% | +52.0% | +5.8% | +41.7% |
| 5Y | +106.3% | +128.8% | -22.6% | +66.3% |
| 10Y | +205.3% | +543.8% | -338.5% | +74.9% |
| All | +655.0% | +13,008.0% | -12,353.0% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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