+146.2%
AMGN vs TW
+206.7%
-60.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -13.7% | -4.5% | -9.2% | -13.0% |
| 30D | -8.8% | -2.3% | -6.5% | -8.4% |
| 3M | +7.2% | +2.6% | +4.6% | +6.4% |
| 6M | +1.3% | -17.5% | +18.8% | +4.3% |
| YTD | +17.6% | -5.3% | +23.0% | +17.8% |
| 1Y | +37.2% | -14.8% | +51.9% | +39.9% |
| 3Y | +57.7% | +18.8% | +38.9% | +48.5% |
| 5Y | +106.3% | +20.7% | +85.5% | +91.2% |
| All | +146.2% | +206.7% | -60.5% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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