+37.2%
AMGN vs CME
+9.8%
+27.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.3% |
| 7D | -13.7% | -1.6% | -12.1% | -13.7% |
| 30D | -8.8% | +5.6% | -14.4% | -8.8% |
| 3M | +7.2% | +5.6% | +1.6% | +7.1% |
| 6M | +1.3% | -8.3% | +9.5% | -0.2% |
| YTD | +17.6% | +4.3% | +13.3% | +17.6% |
| 1Y | +37.2% | +9.1% | +28.1% | +40.8% |
| All | +37.2% | +9.8% | +27.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling