+84.6%
AMGN vs CLF
-33.4%
+118.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.2% | -19.6% | +18.4% | 0.0% |
| 30D | +11.5% | -5.0% | +16.4% | +11.4% |
| 3M | +14.4% | -6.3% | +20.7% | +14.3% |
| 6M | +40.9% | +2.8% | +38.1% | +39.3% |
| YTD | +43.5% | -13.7% | +57.3% | +43.0% |
| 1Y | +49.9% | +13.6% | +36.4% | +46.3% |
| 3Y | +84.6% | -34.0% | +118.6% | +80.5% |
| All | +84.6% | -33.4% | +118.0% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling