+745.3%
AMGN vs TTMI
+522.4%
+222.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.0% | -13.1% | -10.4% |
| 7D | -10.3% | +12.2% | -22.4% | -11.4% |
| 30D | -3.8% | -5.7% | +2.0% | -3.5% |
| 3M | +14.4% | -27.5% | +41.9% | +16.8% |
| 6M | +7.8% | +47.1% | -39.3% | +1.1% |
| YTD | +22.6% | +87.5% | -64.9% | +11.1% |
| 1Y | +44.2% | +175.2% | -131.0% | +24.3% |
| 3Y | +65.8% | +901.9% | -836.1% | +21.4% |
| 5Y | +108.0% | +843.5% | -735.5% | +50.6% |
| 10Y | +209.9% | +1,077.0% | -867.1% | +112.3% |
| All | +745.3% | +522.4% | +222.9% | +378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling