+54,540.1%
AMGN vs AFL
+18,474.8%
+36,065.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -11.6% | -2.1% | -9.5% | -11.2% |
| 30D | -5.7% | -5.4% | -0.2% | -4.5% |
| 3M | +14.2% | -0.3% | +14.5% | +14.2% |
| 6M | +5.2% | +5.2% | 0.0% | +3.9% |
| YTD | +22.0% | +5.7% | +16.3% | +20.3% |
| 1Y | +43.6% | +10.2% | +33.4% | +40.2% |
| 3Y | +65.0% | +63.4% | +1.6% | +46.3% |
| 5Y | +112.0% | +133.0% | -21.0% | +72.3% |
| 10Y | +216.6% | +299.5% | -83.0% | +121.6% |
| All | +54,540.1% | +18,474.8% | +36,065.4% | +12,112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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