+112.0%
AMGN vs CHRW
+89.7%
+22.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -11.6% | +4.1% | -15.7% | -12.0% |
| 30D | -5.7% | +1.9% | -7.6% | -5.9% |
| 3M | +14.2% | -21.2% | +35.4% | +16.3% |
| 6M | +5.2% | -16.7% | +21.9% | +6.4% |
| YTD | +22.0% | -5.4% | +27.4% | +21.6% |
| 1Y | +43.6% | +21.2% | +22.5% | +39.6% |
| 3Y | +65.0% | +86.5% | -21.5% | +52.4% |
| 5Y | +112.0% | +93.0% | +19.0% | +98.4% |
| All | +112.0% | +89.7% | +22.4% | +98.4% |
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 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