+65.8%
AMGN vs CRL
+37.9%
+27.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.7% | -7.4% | -9.5% |
| 7D | -10.3% | -0.6% | -9.7% | -10.1% |
| 30D | -3.8% | +5.0% | -8.7% | -4.7% |
| 3M | +14.4% | +50.6% | -36.2% | +4.9% |
| 6M | +7.8% | +60.9% | -53.1% | -3.1% |
| YTD | +22.6% | +40.7% | -18.2% | +13.0% |
| 1Y | +44.2% | +73.3% | -29.1% | +26.1% |
| 3Y | +65.8% | +40.6% | +25.2% | +48.8% |
| All | +65.8% | +37.9% | +27.9% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling