+37.2%
AMGN vs TRV
+39.8%
-2.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.9% |
| 7D | -13.7% | +1.9% | -15.6% | -14.1% |
| 30D | -8.8% | +1.7% | -10.5% | -9.2% |
| 3M | +7.2% | +23.9% | -16.7% | +0.9% |
| 6M | +1.3% | +26.3% | -25.0% | -5.2% |
| YTD | +17.6% | +30.8% | -13.2% | +8.8% |
| 1Y | +37.2% | +36.3% | +0.8% | +26.0% |
| All | +37.2% | +39.8% | -2.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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