+1,226.1%
AMGN vs CME
+7,469.3%
-6,243.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +7.8% | +6.2% | +1.6% | +6.4% |
| 3M | +27.3% | +10.4% | +16.8% | +24.4% |
| 6M | +16.8% | -9.5% | +26.4% | +18.7% |
| YTD | +36.3% | +6.0% | +30.3% | +33.9% |
| 1Y | +60.4% | +9.3% | +51.2% | +56.4% |
| 3Y | +86.3% | +57.7% | +28.7% | +67.0% |
| 5Y | +125.7% | +77.7% | +48.0% | +95.5% |
| 10Y | +247.0% | +281.2% | -34.2% | +155.0% |
| All | +1,226.1% | +7,469.3% | -6,243.2% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling