+88.0%
AMGN vs TT
+124.8%
-36.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +7.8% | -7.2% | +15.0% | +9.0% |
| 3M | +27.3% | -3.0% | +30.2% | +27.4% |
| 6M | +16.8% | +1.4% | +15.5% | +16.0% |
| YTD | +36.3% | +15.9% | +20.4% | +32.4% |
| 1Y | +60.4% | +9.4% | +51.0% | +57.1% |
| All | +88.0% | +124.8% | -36.8% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling