+948.7%
VTI vs AMGN
+782.2%
+166.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -0.4% | -11.6% | +11.3% | +3.8% |
| 30D | -1.6% | -5.7% | +4.1% | +0.1% |
| 3M | +3.6% | +14.2% | -10.7% | -1.8% |
| 6M | +13.0% | +5.2% | +7.8% | +10.1% |
| YTD | +12.7% | +22.0% | -9.3% | +3.7% |
| 1Y | +18.4% | +43.6% | -25.3% | +2.3% |
| 3Y | +76.4% | +65.0% | +11.4% | +41.7% |
| 5Y | +73.7% | +112.0% | -38.4% | +25.7% |
| 10Y | +302.5% | +216.6% | +86.0% | +145.5% |
| All | +948.7% | +782.2% | +166.5% | +296.8% |
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 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