+65,270.7%
AMGN vs CLF
+755.7%
+64,515.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | -2.2% | +2.3% | -4.5% | -2.4% |
| 30D | +12.1% | +1.9% | +10.2% | +11.4% |
| 3M | +13.6% | +5.9% | +7.8% | +12.3% |
| 6M | +43.9% | +16.9% | +27.0% | +40.2% |
| YTD | +45.9% | -1.1% | +47.0% | +43.3% |
| 1Y | +42.1% | +28.8% | +13.3% | +36.0% |
| 3Y | +91.6% | -20.6% | +112.2% | +85.3% |
| 5Y | +158.5% | -41.5% | +200.0% | +150.6% |
| 10Y | +323.2% | +87.5% | +235.7% | +232.3% |
| All | +65,270.7% | +755.7% | +64,515.0% | +25,403.3% |
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