+54,540.2%
AMGN vs TRV
+6,571.7%
+47,968.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -11.6% | +0.2% | -11.8% | -11.7% |
| 30D | -5.7% | -2.3% | -3.3% | -4.9% |
| 3M | +14.2% | +22.7% | -8.5% | +6.4% |
| 6M | +5.2% | +21.9% | -16.8% | -1.9% |
| YTD | +22.0% | +27.5% | -5.5% | +12.1% |
| 1Y | +43.6% | +36.2% | +7.4% | +28.9% |
| 3Y | +65.0% | +140.6% | -75.6% | +20.5% |
| 5Y | +112.0% | +154.5% | -42.5% | +50.0% |
| 10Y | +216.6% | +295.4% | -78.9% | +85.1% |
| All | +54,540.2% | +6,571.7% | +47,968.5% | +11,731.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling