+313.6%
AMGN vs CLF
+82.3%
+231.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.4% |
| 7D | +0.9% | -9.1% | +9.9% | +1.5% |
| 30D | +12.1% | -0.9% | +13.1% | +11.8% |
| 3M | +12.2% | +3.0% | +9.2% | +11.3% |
| 6M | +42.1% | +16.7% | +25.4% | +39.1% |
| YTD | +45.0% | -3.2% | +48.2% | +43.1% |
| 1Y | +47.7% | +24.6% | +23.1% | +42.8% |
| 3Y | +90.4% | -22.3% | +112.7% | +85.6% |
| 5Y | +154.9% | -41.2% | +196.1% | +148.4% |
| 10Y | +313.6% | +83.5% | +230.1% | +238.3% |
| All | +313.6% | +82.3% | +231.3% | +238.3% |
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