+57.7%
AMGN vs TTMI
+876.4%
-818.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.5% |
| 7D | -13.7% | +0.7% | -14.4% | -13.7% |
| 30D | -8.8% | -8.4% | -0.4% | -8.5% |
| 3M | +7.2% | -32.5% | +39.7% | +9.0% |
| 6M | +1.3% | +32.5% | -31.2% | -2.4% |
| YTD | +17.6% | +83.2% | -65.6% | +9.4% |
| 1Y | +37.2% | +161.7% | -124.5% | +22.0% |
| 3Y | +57.7% | +890.1% | -832.4% | +10.2% |
| All | +57.7% | +876.4% | -818.6% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling