+131.4%
AMGN vs CARR
+421.5%
-290.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.5% |
| 7D | -13.7% | -3.8% | -9.9% | -13.4% |
| 30D | -8.8% | -8.9% | +0.1% | -8.0% |
| 3M | +7.2% | -17.3% | +24.5% | +9.0% |
| 6M | +1.3% | -1.4% | +2.7% | +0.9% |
| YTD | +17.6% | +10.0% | +7.7% | +15.9% |
| 1Y | +37.2% | -6.4% | +43.5% | +37.1% |
| 3Y | +57.7% | +1.5% | +56.2% | +55.9% |
| 5Y | +106.3% | +9.3% | +97.0% | +99.3% |
| All | +131.4% | +421.5% | -290.1% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling