-20.7%
TLT vs AMGN
+206.2%
-226.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.1% |
| 7D | -1.6% | -13.7% | +12.1% | -2.1% |
| 30D | -1.1% | -8.8% | +7.7% | -1.4% |
| 3M | -4.9% | +7.2% | -12.1% | -4.6% |
| 6M | -5.0% | +1.3% | -6.3% | -4.9% |
| YTD | -4.4% | +17.6% | -22.0% | -3.7% |
| 1Y | -6.4% | +37.2% | -43.6% | -5.0% |
| 3Y | -2.0% | +57.7% | -59.7% | +1.0% |
| 5Y | -35.0% | +106.3% | -141.3% | -30.5% |
| All | -20.7% | +206.2% | -226.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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