+37.2%
AMGN vs CAVA
-14.0%
+51.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.6% |
| 7D | -13.7% | -8.0% | -5.7% | -13.2% |
| 30D | -8.8% | -19.6% | +10.8% | -7.4% |
| 3M | +7.2% | -36.7% | +43.9% | +10.5% |
| 6M | +1.3% | -30.6% | +31.8% | +3.5% |
| YTD | +17.6% | -4.8% | +22.4% | +15.9% |
| 1Y | +37.2% | -13.1% | +50.3% | +38.0% |
| All | +37.2% | -14.0% | +51.2% | +38.0% |
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