+64,868.6%
AMGN vs CLF
+698.4%
+64,170.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -5.9% | +0.4% |
| 7D | 0.0% | -14.1% | +14.0% | +1.2% |
| 30D | +12.1% | -5.5% | +17.7% | +12.3% |
| 3M | +13.9% | 0.0% | +13.9% | +13.1% |
| 6M | +42.1% | +11.3% | +30.9% | +39.0% |
| YTD | +45.0% | -7.7% | +52.7% | +43.3% |
| 1Y | +49.3% | +17.5% | +31.8% | +44.1% |
| 3Y | +92.8% | -25.4% | +118.2% | +87.5% |
| 5Y | +156.7% | -46.0% | +202.7% | +150.7% |
| 10Y | +328.1% | +80.1% | +248.1% | +237.4% |
| All | +64,868.6% | +698.4% | +64,170.2% | +25,412.1% |
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 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