+65.8%
AMGN vs ROL
+1.0%
+64.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.5% | -7.5% | -9.5% |
| 7D | -10.3% | -3.4% | -6.8% | -9.5% |
| 30D | -3.8% | -6.9% | +3.2% | -2.2% |
| 3M | +14.4% | -24.6% | +39.0% | +21.5% |
| 6M | +7.8% | -39.5% | +47.4% | +20.4% |
| YTD | +22.6% | -41.1% | +63.7% | +37.2% |
| 1Y | +44.2% | -37.9% | +82.2% | +59.2% |
| 3Y | +65.8% | +0.8% | +65.0% | +69.0% |
| All | +65.8% | +1.0% | +64.8% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling