+216.6%
AMGN vs CLF
+116.4%
+100.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -11.6% | -2.7% | -9.0% | -11.5% |
| 30D | -5.7% | -3.2% | -2.5% | -5.5% |
| 3M | +14.2% | -5.0% | +19.2% | +14.3% |
| 6M | +5.2% | +26.6% | -21.4% | +2.6% |
| YTD | +22.0% | -9.0% | +30.9% | +21.5% |
| 1Y | +43.6% | +11.8% | +31.8% | +39.9% |
| 3Y | +65.0% | -15.1% | +80.1% | +60.3% |
| 5Y | +112.0% | -48.2% | +160.3% | +109.2% |
| 10Y | +216.6% | +127.6% | +89.0% | +155.1% |
| All | +216.6% | +116.4% | +100.2% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling