+216.6%
AMGN vs TT
+906.5%
-690.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -11.6% | +1.4% | -13.1% | -11.9% |
| 30D | -5.7% | -6.7% | +1.0% | -4.1% |
| 3M | +14.2% | -5.4% | +19.6% | +15.4% |
| 6M | +5.2% | +4.4% | +0.8% | +3.4% |
| YTD | +22.0% | +14.9% | +7.1% | +16.8% |
| 1Y | +43.6% | +9.3% | +34.4% | +39.1% |
| 3Y | +65.0% | +121.7% | -56.7% | +28.9% |
| 5Y | +112.0% | +148.2% | -36.1% | +57.6% |
| 10Y | +216.6% | +957.3% | -740.7% | +37.7% |
| All | +216.6% | +906.5% | -690.0% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling