-12.2%
TLT vs AMGN
+321.0%
-333.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.7% | +1.5% | -4.2% | -2.7% |
| 30D | +2.2% | +13.1% | -11.0% | +2.5% |
| 3M | -1.7% | +12.9% | -14.6% | -1.4% |
| 6M | -4.0% | +40.8% | -44.7% | -3.0% |
| YTD | -4.9% | +45.6% | -50.6% | -3.8% |
| 1Y | -7.4% | +42.7% | -50.1% | -6.3% |
| 3Y | +3.0% | +91.2% | -88.1% | +6.4% |
| 5Y | -35.1% | +158.1% | -193.2% | -30.2% |
| All | -12.2% | +321.0% | -333.3% | -0.5% |
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