-27.8%
AAL vs AMGN
+695.5%
-723.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.1% |
| 7D | -3.7% | +1.1% | -4.9% | -4.4% |
| 30D | -20.8% | +7.8% | -28.6% | -24.4% |
| 3M | -1.3% | +27.3% | -28.5% | -14.5% |
| 6M | +5.4% | +16.8% | -11.5% | -4.1% |
| YTD | -14.4% | +36.3% | -50.7% | -29.1% |
| 1Y | +2.1% | +60.4% | -58.3% | -23.6% |
| 3Y | -10.6% | +86.3% | -96.9% | -41.0% |
| 5Y | -32.2% | +125.7% | -157.9% | -61.2% |
| 10Y | -62.7% | +247.0% | -309.7% | -85.4% |
| All | -27.8% | +695.5% | -723.4% | -88.6% |
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