+508.5%
TTD vs AMGN
+319.8%
+188.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +21.3% | +1.1% | +20.1% | +20.8% |
| 30D | +28.7% | +9.3% | +19.5% | +24.8% |
| 3M | +7.7% | +12.1% | -4.4% | +2.9% |
| 6M | -23.5% | +40.3% | -63.7% | -33.2% |
| YTD | -58.7% | +45.2% | -103.9% | -64.9% |
| 1Y | -63.4% | +42.4% | -105.9% | -68.7% |
| 3Y | -75.3% | +91.0% | -166.3% | -82.4% |
| 5Y | -84.4% | +157.4% | -241.7% | -90.9% |
| All | +508.5% | +319.8% | +188.7% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling