+947.2%
AMGN vs CRL
+1,633.2%
-685.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | +12.1% | +20.2% | -8.1% | +6.5% |
| 6M | +40.3% | +107.5% | -67.3% | +16.1% |
| YTD | +45.2% | +69.4% | -24.2% | +24.9% |
| 1Y | +42.4% | +99.7% | -57.3% | +17.5% |
| 3Y | +91.0% | +98.8% | -7.7% | +51.2% |
| 5Y | +157.4% | -12.4% | +169.8% | +141.0% |
| 10Y | +321.0% | +352.9% | -31.9% | +142.1% |
| All | +947.2% | +1,633.2% | -685.9% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling