+34,703.6%
TQQQ vs AMGN
+936.5%
+33,767.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.3% |
| 7D | +2.8% | -11.6% | +14.4% | +16.9% |
| 30D | -3.0% | -5.7% | +2.6% | +1.6% |
| 3M | -2.7% | +14.2% | -16.9% | -19.9% |
| 6M | +45.4% | +5.2% | +40.3% | +30.6% |
| YTD | +36.3% | +22.0% | +14.3% | +0.2% |
| 1Y | +53.4% | +43.6% | +9.8% | -9.5% |
| 3Y | +265.6% | +65.0% | +200.6% | +62.9% |
| 5Y | +101.7% | +112.0% | -10.3% | -37.3% |
| 10Y | +3,054.7% | +216.6% | +2,838.1% | +577.2% |
| All | +34,703.6% | +936.5% | +33,767.1% | +1,282.6% |
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