+131.2%
TLT vs AMGN
+1,409.1%
-1,277.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | 0.0% |
| 7D | -0.4% | +1.1% | -1.5% | -0.3% |
| 30D | -0.6% | +7.8% | -8.4% | 0.0% |
| 3M | -2.7% | +27.3% | -30.0% | -0.8% |
| 6M | -5.6% | +16.8% | -22.5% | -4.4% |
| YTD | -2.8% | +36.3% | -39.1% | -0.2% |
| 1Y | -1.4% | +60.4% | -61.9% | +2.7% |
| 3Y | -1.6% | +86.3% | -87.9% | +4.6% |
| 5Y | -33.8% | +125.7% | -159.5% | -27.8% |
| 10Y | -21.1% | +247.0% | -268.2% | -7.9% |
| All | +131.2% | +1,409.1% | -1,277.9% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling