+109.1%
AMGN vs TTMI
+798.2%
-689.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -13.9% | +6.0% | -19.9% | -14.2% |
| 30D | -7.1% | -6.4% | -0.7% | -7.0% |
| 3M | +13.9% | -28.9% | +42.8% | +15.6% |
| 6M | +3.2% | +26.9% | -23.6% | -0.5% |
| YTD | +19.2% | +77.3% | -58.1% | +10.7% |
| 1Y | +41.1% | +147.5% | -106.4% | +25.8% |
| 3Y | +61.3% | +847.6% | -786.3% | +20.8% |
| 5Y | +109.1% | +802.2% | -693.2% | +53.3% |
| All | +109.1% | +798.2% | -689.2% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling