+199.6%
AMGN vs CHRW
+182.4%
+17.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.5% |
| 7D | -13.9% | +4.4% | -18.2% | -14.5% |
| 30D | -7.1% | +5.5% | -12.6% | -8.1% |
| 3M | +13.9% | -17.3% | +31.2% | +16.8% |
| 6M | +3.2% | -12.7% | +15.9% | +4.6% |
| YTD | +19.2% | -4.1% | +23.4% | +18.1% |
| 1Y | +41.1% | +21.2% | +19.9% | +33.2% |
| 3Y | +61.3% | +88.9% | -27.6% | +36.6% |
| 5Y | +109.1% | +93.1% | +16.0% | +69.9% |
| All | +199.6% | +182.4% | +17.1% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling