+376.4%
TTD vs AMGN
+191.8%
+184.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +3.1% |
| 7D | -0.6% | -13.7% | +13.1% | +4.5% |
| 30D | +6.3% | -8.8% | +15.1% | +9.6% |
| 3M | -24.1% | +7.2% | -31.3% | -26.4% |
| 6M | -47.4% | +1.3% | -48.7% | -48.1% |
| YTD | -62.2% | +17.6% | -79.9% | -65.1% |
| 1Y | -68.3% | +37.2% | -105.5% | -72.7% |
| 3Y | -83.4% | +57.7% | -141.2% | -87.3% |
| 5Y | -80.3% | +106.3% | -186.6% | -87.3% |
| All | +376.4% | +191.8% | +184.6% | +124.5% |
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