+108.0%
AMGN vs CLF
-48.3%
+156.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.7% | -8.4% | -10.0% |
| 7D | -10.3% | +6.5% | -16.8% | -10.6% |
| 30D | -3.8% | +0.2% | -4.0% | -3.8% |
| 3M | +14.4% | -3.1% | +17.5% | +14.3% |
| 6M | +7.8% | +25.0% | -17.2% | +5.5% |
| YTD | +22.6% | -7.5% | +30.0% | +22.1% |
| 1Y | +44.2% | +11.5% | +32.7% | +41.0% |
| 3Y | +65.8% | -13.7% | +79.5% | +61.6% |
| 5Y | +108.0% | -47.0% | +155.0% | +102.1% |
| All | +108.0% | -48.3% | +156.3% | +102.1% |
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 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