+60.4%
AMGN vs CHRW
+16.7%
+43.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | +1.1% | -1.8% | +2.9% | +1.2% |
| 30D | +7.8% | -3.9% | +11.7% | +8.1% |
| 3M | +27.3% | -19.7% | +47.0% | +28.6% |
| 6M | +16.8% | -21.7% | +38.5% | +17.8% |
| YTD | +36.3% | -7.5% | +43.8% | +36.4% |
| 1Y | +60.4% | +17.3% | +43.1% | +60.6% |
| All | +60.4% | +16.7% | +43.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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