+154.5%
AMGN vs CLF
-51.2%
+205.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.2% | -19.6% | +18.4% | +0.1% |
| 30D | +11.5% | -5.0% | +16.4% | +11.5% |
| 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% | +46.4% |
| 3Y | +84.6% | -34.0% | +118.6% | +82.5% |
| All | +154.5% | -51.2% | +205.7% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling