+1,008.8%
AMGN vs TRGP
+2,265.4%
-1,256.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.5% | -10.2% |
| 7D | -10.3% | -0.6% | -9.7% | -10.2% |
| 30D | -3.8% | +14.6% | -18.3% | -5.1% |
| 3M | +14.4% | +11.9% | +2.4% | +12.9% |
| 6M | +7.8% | +25.3% | -17.4% | +5.2% |
| YTD | +22.6% | +61.9% | -39.3% | +16.5% |
| 1Y | +44.2% | +87.3% | -43.1% | +34.9% |
| 3Y | +65.8% | +268.0% | -202.2% | +44.0% |
| 5Y | +108.0% | +638.2% | -530.2% | +67.0% |
| 10Y | +209.9% | +821.9% | -612.1% | +130.1% |
| All | +1,008.8% | +2,265.4% | -1,256.6% | +485.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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