+5,380.6%
AMGN vs CHRW
+4,173.0%
+1,207.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.8% |
| 7D | +1.1% | -1.4% | +2.5% | +1.4% |
| 30D | +7.8% | -3.5% | +11.3% | +8.6% |
| 3M | +27.3% | -19.4% | +46.6% | +32.5% |
| 6M | +16.8% | -21.4% | +38.2% | +21.8% |
| YTD | +36.3% | -7.1% | +43.4% | +35.9% |
| 1Y | +60.4% | +17.8% | +42.6% | +50.3% |
| 3Y | +86.3% | +78.8% | +7.6% | +54.5% |
| 5Y | +125.7% | +83.5% | +42.1% | +81.2% |
| 10Y | +247.0% | +160.2% | +86.8% | +148.2% |
| All | +5,380.6% | +4,173.0% | +1,207.6% | +1,794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling