+103.4%
AMGN vs CCJ
+281.7%
-178.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.3% |
| 7D | -13.7% | -4.0% | -9.7% | -13.6% |
| 30D | -8.8% | -2.4% | -6.4% | -8.8% |
| 3M | +7.2% | -2.3% | +9.5% | +7.2% |
| 6M | +1.3% | -16.2% | +17.5% | +1.4% |
| YTD | +17.6% | +5.7% | +12.0% | +17.3% |
| 1Y | +37.2% | +21.3% | +15.9% | +36.3% |
| 3Y | +57.7% | +159.4% | -101.7% | +52.0% |
| All | +103.4% | +281.7% | -178.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 5y: compounded portfolio wealth divided by compounded CCJ 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…
5y analysis · Full analysis span regression · 6 months rolling