+0.5%
AAL vs AMGN
+39.2%
-38.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.7% |
| 7D | -0.9% | -13.7% | +12.8% | +4.4% |
| 30D | -12.9% | -8.8% | -4.1% | -10.4% |
| 3M | -11.2% | +7.2% | -18.4% | -15.3% |
| 6M | +17.8% | +1.3% | +16.6% | +14.4% |
| YTD | -15.1% | +17.6% | -32.8% | -21.5% |
| 1Y | +0.5% | +37.2% | -36.7% | -12.3% |
| All | +0.5% | +39.2% | -38.8% | -12.3% |
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 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