-5.9%
TLT vs AMGN
+40.4%
-46.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.1% |
| 7D | -1.6% | -13.9% | +12.3% | -0.9% |
| 30D | -1.3% | -7.1% | +5.8% | -1.1% |
| 3M | -3.7% | +13.9% | -17.6% | -4.2% |
| 6M | -6.4% | +3.2% | -9.6% | -6.7% |
| YTD | -4.5% | +19.2% | -23.7% | -4.9% |
| 1Y | -5.9% | +41.1% | -47.0% | -5.8% |
| All | -5.9% | +40.4% | -46.2% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling