+60.4%
AMGN vs CLF
+20.0%
+40.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.7% |
| 7D | +1.1% | +7.6% | -6.5% | +0.6% |
| 30D | +7.8% | -1.2% | +9.0% | +7.8% |
| 3M | +27.3% | -13.4% | +40.6% | +27.7% |
| 6M | +16.8% | +15.4% | +1.4% | +15.1% |
| YTD | +36.3% | -5.9% | +42.2% | +35.9% |
| 1Y | +60.4% | +18.8% | +41.6% | +60.1% |
| All | +60.4% | +20.0% | +40.5% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling