+60,958.4%
AMGN vs TT
+16,138.6%
+44,819.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +7.8% | -7.2% | +15.0% | +9.7% |
| 3M | +27.3% | -3.0% | +30.2% | +27.7% |
| 6M | +16.8% | +1.4% | +15.5% | +15.8% |
| YTD | +36.3% | +15.9% | +20.4% | +30.5% |
| 1Y | +60.4% | +9.4% | +51.0% | +55.5% |
| 3Y | +86.3% | +124.4% | -38.0% | +48.8% |
| 5Y | +125.7% | +138.0% | -12.3% | +75.0% |
| 10Y | +247.0% | +886.4% | -639.4% | +84.5% |
| All | +60,958.4% | +16,138.6% | +44,819.8% | +14,941.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling