+199.6%
AMGN vs ROL
+210.1%
-10.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -13.9% | -3.2% | -10.7% | -13.0% |
| 30D | -7.1% | -6.6% | -0.5% | -5.3% |
| 3M | +13.9% | -27.3% | +41.2% | +24.1% |
| 6M | +3.2% | -38.1% | +41.3% | +17.6% |
| YTD | +19.2% | -41.8% | +61.0% | +37.8% |
| 1Y | +41.1% | -37.8% | +78.9% | +59.6% |
| 3Y | +61.3% | -0.3% | +61.6% | +57.4% |
| 5Y | +109.1% | -5.1% | +114.1% | +102.4% |
| All | +199.6% | +210.1% | -10.6% | +88.5% |
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 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