+57.7%
AMGN vs TRI
-18.9%
+76.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.5% |
| 7D | -13.7% | -7.9% | -5.8% | -12.8% |
| 30D | -8.8% | -4.5% | -4.3% | -8.2% |
| 3M | +7.2% | +22.1% | -14.9% | +4.6% |
| 6M | +1.3% | -2.8% | +4.0% | +1.7% |
| YTD | +17.6% | -23.4% | +41.1% | +25.3% |
| 1Y | +37.2% | -41.5% | +78.7% | +57.9% |
| 3Y | +57.7% | -19.2% | +76.9% | +60.0% |
| All | +57.7% | -18.9% | +76.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling