+65.7%
AMGN vs ROL
-34.1%
+99.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +1.0% | +3.1% |
| 7D | +5.9% | +14.6% | -8.7% | +2.7% |
| 30D | +18.7% | +29.3% | -10.5% | +12.2% |
| 3M | +23.4% | +2.0% | +21.4% | +22.8% |
| 6M | +49.7% | -28.5% | +78.3% | +60.3% |
| YTD | +49.2% | -35.3% | +84.5% | +60.3% |
| 1Y | +65.7% | -34.7% | +100.4% | +78.5% |
| All | +65.7% | -34.1% | +99.9% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling