+195.5%
AMGN vs TTMI
+1,127.6%
-932.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.7% |
| 7D | -13.7% | +0.7% | -14.4% | -13.8% |
| 30D | -8.8% | -8.4% | -0.4% | -8.3% |
| 3M | +7.2% | -32.5% | +39.7% | +10.6% |
| 6M | +1.3% | +32.5% | -31.2% | -4.9% |
| YTD | +17.6% | +83.2% | -65.6% | +4.6% |
| 1Y | +37.2% | +161.7% | -124.5% | +14.6% |
| 3Y | +57.7% | +890.1% | -832.4% | +3.8% |
| 5Y | +106.3% | +832.4% | -726.2% | +33.0% |
| All | +195.5% | +1,127.6% | -932.0% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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