+7.7%
AAL vs AMGN
+64.6%
-56.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.6% | +4.7% |
| 7D | +8.3% | +5.9% | +2.4% | +5.9% |
| 30D | +6.2% | +18.7% | -12.5% | -0.7% |
| 3M | -17.7% | +23.4% | -41.1% | -25.3% |
| 6M | +15.4% | +49.7% | -34.3% | -4.9% |
| YTD | -11.1% | +49.2% | -60.3% | -25.6% |
| 1Y | +7.7% | +65.7% | -58.0% | -14.5% |
| All | +7.7% | +64.6% | -56.9% | -14.5% |
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 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