+65.8%
AMGN vs CME
+52.8%
+13.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.1% | -9.0% | -10.0% |
| 7D | -10.3% | -2.9% | -7.4% | -10.1% |
| 30D | -3.8% | +5.5% | -9.3% | -4.1% |
| 3M | +14.4% | +11.0% | +3.4% | +13.6% |
| 6M | +7.8% | -9.7% | +17.5% | +8.3% |
| YTD | +22.6% | +4.9% | +17.7% | +21.5% |
| 1Y | +44.2% | +10.1% | +34.1% | +42.0% |
| 3Y | +65.8% | +53.5% | +12.3% | +60.7% |
| All | +65.8% | +52.8% | +13.0% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling