+325.7%
AMGN vs CLF
+74.2%
+251.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | +1.1% | +10.4% | -9.2% | +0.4% |
| 30D | +9.3% | +0.6% | +8.7% | +8.9% |
| 3M | +12.1% | +4.1% | +8.0% | +11.1% |
| 6M | +40.3% | +15.1% | +25.2% | +37.4% |
| YTD | +45.2% | -4.7% | +49.9% | +43.4% |
| 1Y | +42.4% | +20.4% | +22.1% | +38.1% |
| 3Y | +91.0% | -23.4% | +114.4% | +86.4% |
| 5Y | +157.4% | -43.3% | +200.6% | +151.5% |
| All | +325.7% | +74.2% | +251.5% | +250.9% |
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