+64,930.0%
AMGN vs CTAS
+26,175.4%
+38,754.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.1% | +2.0% | -0.8% | +0.5% |
| 30D | +9.3% | +8.7% | +0.6% | +6.5% |
| 3M | +12.1% | +13.3% | -1.2% | +7.8% |
| 6M | +40.3% | +39.4% | +0.9% | +26.0% |
| YTD | +45.2% | +21.5% | +23.7% | +35.9% |
| 1Y | +42.4% | +21.9% | +20.5% | +33.2% |
| 3Y | +91.0% | +73.6% | +17.4% | +58.2% |
| 5Y | +157.4% | +116.2% | +41.2% | +96.4% |
| 10Y | +321.0% | +818.2% | -497.2% | +94.8% |
| All | +64,930.0% | +26,175.4% | +38,754.6% | +11,923.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling