+1,386.6%
AMGN vs TMF
-70.3%
+1,456.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -3.4% | +1.2% | -2.4% |
| 30D | +12.1% | +11.5% | +0.6% | +12.9% |
| 3M | +13.6% | -4.5% | +18.2% | +13.3% |
| 6M | +43.9% | -15.0% | +58.9% | +42.4% |
| YTD | +45.9% | -19.9% | +65.8% | +43.9% |
| 1Y | +42.1% | -26.6% | +68.7% | +39.3% |
| 3Y | +91.6% | -29.8% | +121.4% | +89.1% |
| 5Y | +158.5% | -88.2% | +246.7% | +114.1% |
| 10Y | +323.2% | -81.4% | +404.6% | +289.5% |
| All | +1,386.6% | -70.3% | +1,456.9% | +1,429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling