-27.6%
AAL vs AMGN
+747.3%
-774.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -0.1% | +1.1% | -1.2% | -0.7% |
| 30D | +11.7% | +9.3% | +2.4% | +6.5% |
| 3M | -12.5% | +12.1% | -24.6% | -18.6% |
| 6M | +3.6% | +40.3% | -36.6% | -15.5% |
| YTD | -14.1% | +45.2% | -59.3% | -31.7% |
| 1Y | +0.8% | +42.4% | -41.7% | -19.1% |
| 3Y | +11.8% | +91.0% | -79.2% | -27.2% |
| 5Y | -35.1% | +157.4% | -192.5% | -65.7% |
| 10Y | -68.3% | +321.0% | -389.3% | -89.0% |
| All | -27.6% | +747.3% | -774.9% | -89.0% |
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 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