+65.8%
AMGN vs CHRW
+86.2%
-20.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.7% | -10.2% |
| 7D | -10.3% | +1.9% | -12.2% | -10.4% |
| 30D | -3.8% | +0.9% | -4.7% | -3.9% |
| 3M | +14.4% | -19.9% | +34.3% | +16.4% |
| 6M | +7.8% | -15.8% | +23.6% | +9.0% |
| YTD | +22.6% | -5.6% | +28.2% | +22.0% |
| 1Y | +44.2% | +21.0% | +23.2% | +39.3% |
| 3Y | +65.8% | +86.0% | -20.2% | +49.1% |
| All | +65.8% | +86.2% | -20.4% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling