-1.1%
AAL vs AMGN
+41.7%
-42.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +2.9% | +1.5% | +1.5% | +2.3% |
| 30D | +6.5% | +13.1% | -6.7% | +1.7% |
| 3M | -10.9% | +12.9% | -23.7% | -15.4% |
| 6M | +4.9% | +40.8% | -35.9% | -11.1% |
| YTD | -13.2% | +45.6% | -58.8% | -26.1% |
| 1Y | -1.1% | +42.7% | -43.9% | -15.7% |
| All | -1.1% | +41.7% | -42.9% | -15.7% |
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