+42.4%
AMGN vs ROL
-31.8%
+74.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +1.1% | +3.0% | -1.8% | +0.5% |
| 30D | +9.3% | +19.8% | -10.5% | +5.1% |
| 3M | +12.1% | +7.9% | +4.2% | +10.3% |
| 6M | +40.3% | -25.6% | +65.9% | +48.1% |
| YTD | +45.2% | -34.1% | +79.3% | +54.2% |
| 1Y | +42.4% | -31.4% | +73.8% | +48.5% |
| All | +42.4% | -31.8% | +74.3% | +48.5% |
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