+313.6%
AMGN vs CL
+78.1%
+235.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.9% | +2.6% | -1.7% | -0.2% |
| 30D | +12.1% | +11.8% | +0.4% | +6.8% |
| 3M | +12.2% | +5.9% | +6.3% | +9.3% |
| 6M | +42.1% | +13.3% | +28.8% | +34.3% |
| YTD | +45.0% | +27.1% | +17.9% | +29.8% |
| 1Y | +47.7% | +28.0% | +19.7% | +31.8% |
| 3Y | +90.4% | +39.4% | +51.0% | +61.0% |
| 5Y | +154.9% | +40.8% | +114.2% | +112.2% |
| 10Y | +313.6% | +84.9% | +228.7% | +206.0% |
| All | +313.6% | +78.1% | +235.5% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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