+65.7%
AMGN vs TRU
+2.1%
+63.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.8% | +3.1% |
| 7D | +5.9% | +10.5% | -4.6% | +4.4% |
| 30D | +18.7% | +28.7% | -10.0% | +14.5% |
| 3M | +23.4% | +0.7% | +22.7% | +23.2% |
| 6M | +49.7% | +19.3% | +30.4% | +46.4% |
| YTD | +49.2% | -3.7% | +52.9% | +47.8% |
| 1Y | +65.7% | +3.4% | +62.3% | +59.4% |
| All | +65.7% | +2.1% | +63.6% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling