+328.1%
AMGN vs CL
+76.2%
+251.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | 0.0% | +0.5% | -0.6% | -0.3% |
| 30D | +12.1% | +11.6% | +0.6% | +7.0% |
| 3M | +13.9% | +5.6% | +8.3% | +11.2% |
| 6M | +42.1% | +13.2% | +29.0% | +34.5% |
| YTD | +45.0% | +26.9% | +18.1% | +30.1% |
| 1Y | +49.3% | +27.3% | +22.0% | +33.7% |
| 3Y | +92.8% | +39.7% | +53.0% | +63.3% |
| 5Y | +156.7% | +41.3% | +115.4% | +114.1% |
| 10Y | +328.1% | +76.3% | +251.9% | +215.4% |
| All | +328.1% | +76.2% | +251.9% | +215.4% |
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