+60,958.4%
AMGN vs CLF
+714.0%
+60,244.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.7% |
| 7D | +1.1% | +7.6% | -6.5% | +0.4% |
| 30D | +7.8% | -1.2% | +9.0% | +7.9% |
| 3M | +27.3% | -13.4% | +40.6% | +28.4% |
| 6M | +16.8% | +15.4% | +1.4% | +14.2% |
| YTD | +36.3% | -5.9% | +42.2% | +35.2% |
| 1Y | +60.4% | +18.8% | +41.6% | +54.4% |
| 3Y | +86.3% | -19.4% | +105.7% | +80.7% |
| 5Y | +125.7% | -47.7% | +173.4% | +121.7% |
| 10Y | +247.0% | +130.4% | +116.7% | +166.9% |
| All | +60,958.4% | +714.0% | +60,244.4% | +23,968.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling