-1.1%
TLT vs AMGN
+68.2%
-69.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.1% | +10.1% | +1.0% |
| 7D | +0.4% | -10.3% | +10.7% | +1.5% |
| 30D | -0.3% | -3.8% | +3.5% | 0.0% |
| 3M | -1.7% | +14.4% | -16.1% | -3.4% |
| 6M | -4.9% | +7.8% | -12.7% | -5.9% |
| YTD | -2.8% | +22.6% | -25.4% | -5.4% |
| 1Y | -4.2% | +44.2% | -48.4% | -8.9% |
| 3Y | -1.1% | +65.8% | -66.9% | -12.2% |
| All | -1.1% | +68.2% | -69.3% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling