-26.8%
AAL vs AMGN
+749.8%
-776.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +2.9% | +1.5% | +1.5% | +2.1% |
| 30D | +6.5% | +13.1% | -6.7% | -0.6% |
| 3M | -10.9% | +12.9% | -23.7% | -17.3% |
| 6M | +4.9% | +40.8% | -35.9% | -14.7% |
| YTD | -13.2% | +45.6% | -58.8% | -31.1% |
| 1Y | -1.1% | +42.7% | -43.9% | -20.7% |
| 3Y | +12.8% | +91.2% | -78.4% | -26.6% |
| 5Y | -34.4% | +158.1% | -192.5% | -65.4% |
| 10Y | -67.9% | +322.3% | -390.2% | -88.9% |
| All | -26.8% | +749.8% | -776.6% | -88.9% |
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