+325.7%
AMGN vs CRL
+350.3%
-24.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.3% | +11.9% | -2.6% | +6.0% |
| 3M | +12.1% | +20.2% | -8.1% | +6.9% |
| 6M | +40.3% | +107.5% | -67.3% | +18.0% |
| YTD | +45.2% | +69.4% | -24.2% | +26.6% |
| 1Y | +42.4% | +99.7% | -57.3% | +19.5% |
| 3Y | +91.0% | +98.8% | -7.7% | +54.5% |
| 5Y | +157.4% | -12.4% | +169.8% | +150.6% |
| All | +325.7% | +350.3% | -24.6% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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