+160.1%
AMGN vs CHRW
+58.8%
+101.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +1.1% | +7.3% | -6.1% | +0.6% |
| 30D | +9.3% | -3.6% | +12.9% | +9.5% |
| 3M | +12.1% | -9.6% | +21.7% | +12.7% |
| 6M | +40.3% | -17.0% | +57.3% | +41.5% |
| YTD | +45.2% | -15.4% | +60.6% | +45.6% |
| 1Y | +42.4% | -10.0% | +52.4% | +42.0% |
| 3Y | +91.0% | +82.2% | +8.9% | +75.9% |
| All | +160.1% | +58.8% | +101.4% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling