+3,685.3%
AMGN vs CCJ
+1,604.2%
+2,081.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.2% | -11.3% | -10.2% |
| 7D | -10.3% | +5.9% | -16.2% | -10.8% |
| 30D | -3.8% | +4.7% | -8.5% | -4.3% |
| 3M | +14.4% | -3.3% | +17.7% | +14.5% |
| 6M | +7.8% | -7.0% | +14.9% | +7.9% |
| YTD | +22.6% | +11.5% | +11.1% | +19.7% |
| 1Y | +44.2% | +32.3% | +11.9% | +37.1% |
| 3Y | +65.8% | +176.8% | -111.0% | +40.2% |
| 5Y | +108.0% | +351.8% | -243.8% | +59.5% |
| 10Y | +209.9% | +1,080.5% | -870.6% | +94.6% |
| All | +3,685.3% | +1,604.2% | +2,081.1% | +1,974.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling