+65.7%
AMGN vs CARR
-1.4%
+67.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +5.9% | -0.7% | +6.6% | +6.0% |
| 30D | +18.7% | +0.3% | +18.4% | +18.7% |
| 3M | +23.4% | -14.9% | +38.3% | +25.2% |
| 6M | +49.7% | -14.9% | +64.6% | +51.0% |
| YTD | +49.2% | +7.0% | +42.2% | +45.5% |
| 1Y | +65.7% | -1.8% | +67.5% | +65.2% |
| All | +65.7% | -1.4% | +67.2% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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