-72.2%
TTD vs AMGN
+57.8%
-130.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.4% |
| 7D | +6.3% | +1.1% | +5.2% | +6.4% |
| 30D | -23.9% | +7.8% | -31.7% | -23.5% |
| 3M | -31.4% | +27.3% | -58.6% | -30.4% |
| 6M | -42.7% | +16.8% | -59.5% | -41.6% |
| YTD | -62.0% | +36.3% | -98.3% | -62.1% |
| 1Y | -72.2% | +60.4% | -132.6% | -73.3% |
| All | -72.2% | +57.8% | -130.0% | -73.3% |
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