+65.7%
AMGN vs VTV
+28.2%
+37.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +1.8% |
| 7D | +5.9% | +1.8% | +4.1% | +3.6% |
| 30D | +18.7% | +6.0% | +12.7% | +10.6% |
| 3M | +23.4% | +3.7% | +19.7% | +18.4% |
| 6M | +49.7% | +13.9% | +35.8% | +28.3% |
| YTD | +49.2% | +22.8% | +26.4% | +18.8% |
| 1Y | +65.7% | +27.9% | +37.9% | +24.5% |
| All | +65.7% | +28.2% | +37.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling