+1,265.4%
AMGN vs TKO
+1,395.0%
-129.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -13.9% | +0.1% | -14.0% | -14.0% |
| 30D | -7.1% | -2.6% | -4.5% | -6.9% |
| 3M | +13.9% | -7.8% | +21.7% | +14.9% |
| 6M | +3.2% | -7.0% | +10.3% | +3.8% |
| YTD | +19.2% | -8.5% | +27.8% | +20.0% |
| 1Y | +41.1% | -1.3% | +42.4% | +40.4% |
| 3Y | +61.3% | +105.0% | -43.7% | +43.4% |
| 5Y | +109.1% | +292.9% | -183.9% | +67.8% |
| 10Y | +209.4% | +979.3% | -769.9% | +108.8% |
| All | +1,265.4% | +1,395.0% | -129.5% | +646.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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