+108.0%
AMGN vs TMF
-87.6%
+195.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -10.3% | +1.0% | -11.2% | -10.3% |
| 30D | -3.8% | -1.8% | -1.9% | -3.7% |
| 3M | +14.4% | -8.2% | +22.6% | +15.0% |
| 6M | +7.8% | -19.5% | +27.3% | +9.3% |
| YTD | +22.6% | -16.0% | +38.5% | +23.9% |
| 1Y | +44.2% | -22.5% | +66.7% | +46.4% |
| 3Y | +65.8% | -42.3% | +108.1% | +68.2% |
| 5Y | +108.0% | -87.7% | +195.7% | +98.0% |
| All | +108.0% | -87.6% | +195.6% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling