+37.2%
AMGN vs CAI
-26.7%
+63.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.4% |
| 7D | -13.7% | -2.9% | -10.8% | -13.6% |
| 30D | -8.8% | +9.3% | -18.1% | -9.1% |
| 3M | +7.2% | +35.2% | -28.0% | +6.1% |
| 6M | +1.3% | +30.7% | -29.5% | -0.1% |
| YTD | +17.6% | -9.8% | +27.4% | +16.9% |
| 1Y | +37.2% | -28.9% | +66.0% | +36.5% |
| All | +37.2% | -26.7% | +63.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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