-80.9%
TTD vs AMGN
+107.3%
-188.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -4.6% | -11.6% | +7.0% | -3.6% |
| 30D | +3.7% | -5.7% | +9.3% | +4.2% |
| 3M | -30.2% | +14.2% | -44.4% | -31.0% |
| 6M | -51.4% | +5.2% | -56.6% | -51.5% |
| YTD | -63.4% | +22.0% | -85.4% | -64.3% |
| 1Y | -73.5% | +43.6% | -117.1% | -74.7% |
| 3Y | -83.5% | +65.0% | -148.5% | -84.9% |
| 5Y | -80.9% | +112.0% | -193.0% | -83.3% |
| All | -80.9% | +107.3% | -188.3% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling