+112.0%
AMGN vs CTAS
+110.0%
+2.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -11.6% | +1.0% | -12.6% | -11.9% |
| 30D | -5.7% | -1.1% | -4.6% | -5.4% |
| 3M | +14.2% | +11.5% | +2.7% | +10.6% |
| 6M | +5.2% | +0.2% | +5.0% | +4.7% |
| YTD | +22.0% | +7.2% | +14.8% | +19.1% |
| 1Y | +43.6% | 0.0% | +43.6% | +42.8% |
| 3Y | +65.0% | +65.9% | -0.9% | +41.1% |
| 5Y | +112.0% | +109.6% | +2.5% | +68.7% |
| All | +112.0% | +110.0% | +2.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 5y: compounded portfolio wealth divided by compounded CTAS 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…
5y analysis · Full analysis span regression · 6 months rolling