+4.8%
TLT vs AMGN
+92.8%
-87.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.0% | -2.2% | +1.1% | -0.8% |
| 30D | +4.1% | +12.1% | -8.0% | +3.0% |
| 3M | -0.4% | +13.6% | -14.0% | -1.7% |
| 6M | -3.2% | +43.9% | -47.1% | -6.6% |
| YTD | -3.5% | +45.9% | -49.5% | -7.2% |
| 1Y | -5.8% | +42.1% | -48.0% | -9.2% |
| All | +4.8% | +92.8% | -87.9% | +1.1% |
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