+325.7%
AMGN vs ROL
+221.5%
+104.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | +1.1% | +3.0% | -1.8% | +0.3% |
| 30D | +9.3% | +19.8% | -10.5% | +3.9% |
| 3M | +12.1% | +7.9% | +4.2% | +9.5% |
| 6M | +40.3% | -25.6% | +65.9% | +51.3% |
| YTD | +45.2% | -34.1% | +79.3% | +61.6% |
| 1Y | +42.4% | -31.4% | +73.8% | +56.6% |
| 3Y | +91.0% | +4.7% | +86.4% | +84.1% |
| 5Y | +157.4% | +15.6% | +141.8% | +135.2% |
| All | +325.7% | +221.5% | +104.1% | +211.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling