+156.6%
AMGN vs TW
+211.4%
-54.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -9.6% |
| 7D | -10.3% | -3.5% | -6.8% | -9.7% |
| 30D | -3.8% | +0.5% | -4.3% | -3.9% |
| 3M | +14.4% | +4.9% | +9.4% | +13.1% |
| 6M | +7.8% | -17.1% | +24.9% | +10.9% |
| YTD | +22.6% | -3.9% | +26.4% | +22.4% |
| 1Y | +44.2% | -13.3% | +57.5% | +46.6% |
| 3Y | +65.8% | +20.9% | +44.9% | +55.6% |
| 5Y | +108.0% | +20.5% | +87.5% | +93.1% |
| All | +156.6% | +211.4% | -54.9% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling