+40.0%
AMGN vs CAI
-11.0%
+51.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -11.6% | -3.1% | -8.5% | -11.5% |
| 30D | -5.7% | +2.7% | -8.4% | -5.9% |
| 3M | +14.2% | +41.7% | -27.5% | +11.8% |
| 6M | +5.2% | +26.5% | -21.3% | +3.1% |
| YTD | +22.0% | -10.9% | +32.9% | +22.4% |
| 1Y | +43.6% | -29.2% | +72.9% | +47.1% |
| All | +40.0% | -11.0% | +51.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling