+65.7%
AMGN vs TT
-6.5%
+72.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +3.9% |
| 7D | +5.9% | -8.5% | +14.4% | +6.6% |
| 30D | +18.7% | -12.8% | +31.5% | +20.0% |
| 3M | +23.4% | -12.9% | +36.3% | +24.6% |
| 6M | +49.7% | -15.2% | +65.0% | +51.4% |
| YTD | +49.2% | +6.2% | +43.0% | +46.1% |
| 1Y | +65.7% | -4.5% | +70.3% | +68.1% |
| All | +65.7% | -6.5% | +72.2% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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