+65.7%
AMGN vs CHRW
-10.6%
+76.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +5.9% | +4.9% | +1.0% | +5.7% |
| 30D | +18.7% | -4.8% | +23.6% | +18.9% |
| 3M | +23.4% | -13.1% | +36.5% | +24.1% |
| 6M | +49.7% | -16.3% | +66.1% | +49.8% |
| YTD | +49.2% | -15.8% | +65.0% | +46.6% |
| 1Y | +65.7% | -11.1% | +76.9% | +60.9% |
| All | +65.7% | -10.6% | +76.3% | +60.9% |
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