+160.1%
AMGN vs CCJ
+159.0%
+1.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +9.3% | -13.2% | +22.5% | +9.5% |
| 3M | +12.1% | -27.6% | +39.7% | +12.7% |
| 6M | +40.3% | -38.7% | +79.0% | +41.4% |
| YTD | +45.2% | -22.7% | +67.9% | +45.4% |
| 1Y | +42.4% | -17.6% | +60.0% | +42.5% |
| 3Y | +91.0% | +62.7% | +28.3% | +85.1% |
| All | +160.1% | +159.0% | +1.2% | +149.8% |
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