+37.2%
AMGN vs ROL
-37.8%
+75.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -13.7% | -3.2% | -10.5% | -13.2% |
| 30D | -8.8% | -4.9% | -3.9% | -8.0% |
| 3M | +7.2% | -25.8% | +33.0% | +12.2% |
| 6M | +1.3% | -37.6% | +38.8% | +8.6% |
| YTD | +17.6% | -41.5% | +59.1% | +26.9% |
| 1Y | +37.2% | -39.5% | +76.6% | +47.9% |
| All | +37.2% | -37.8% | +75.0% | +47.9% |
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