+103.4%
AMGN vs TRI
-10.0%
+113.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.6% |
| 7D | -13.7% | -7.9% | -5.8% | -12.7% |
| 30D | -8.8% | -4.5% | -4.3% | -8.2% |
| 3M | +7.2% | +22.1% | -14.9% | +4.0% |
| 6M | +1.3% | -2.8% | +4.0% | +1.4% |
| YTD | +17.6% | -23.4% | +41.1% | +23.9% |
| 1Y | +37.2% | -41.5% | +78.7% | +54.4% |
| 3Y | +57.7% | -19.2% | +76.9% | +64.0% |
| All | +103.4% | -10.0% | +113.4% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling