+65.7%
AMGN vs CAVA
+19.2%
+46.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +1.0% | +3.5% |
| 7D | +5.9% | +14.2% | -8.4% | +4.9% |
| 30D | +18.7% | +14.6% | +4.2% | +17.5% |
| 3M | +23.4% | -2.3% | +25.7% | +23.2% |
| 6M | +49.7% | -30.5% | +80.2% | +52.8% |
| YTD | +49.2% | +5.6% | +43.6% | +46.3% |
| 1Y | +65.7% | +19.9% | +45.9% | +61.6% |
| All | +65.7% | +19.2% | +46.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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