+92.0%
AMGN vs ROL
+4.8%
+87.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.2% | +0.8% | -2.9% | -2.4% |
| 30D | +12.1% | +20.6% | -8.5% | +7.2% |
| 3M | +13.6% | +4.5% | +9.2% | +12.3% |
| 6M | +43.9% | -26.5% | +70.5% | +54.4% |
| YTD | +45.9% | -34.8% | +80.8% | +60.6% |
| 1Y | +42.1% | -33.2% | +75.3% | +55.4% |
| All | +92.0% | +4.8% | +87.3% | +85.5% |
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 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