-35.9%
AAL vs AMGN
+107.3%
-143.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.3% | -11.6% | +10.3% | +3.0% |
| 30D | -13.7% | -5.7% | -8.1% | -12.2% |
| 3M | -8.2% | +14.2% | -22.4% | -13.3% |
| 6M | +13.1% | +5.2% | +7.9% | +10.0% |
| YTD | -15.6% | +22.0% | -37.6% | -22.3% |
| 1Y | +1.4% | +43.6% | -42.2% | -12.3% |
| 3Y | -7.4% | +65.0% | -72.4% | -24.9% |
| 5Y | -35.9% | +112.0% | -148.0% | -54.0% |
| All | -35.9% | +107.3% | -143.3% | -54.0% |
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