-89.5%
CDE vs AMGN
+57,036.4%
-57,125.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -2.0% | -11.6% | +9.7% | -0.6% |
| 30D | +15.7% | -5.7% | +21.4% | +16.5% |
| 3M | +30.5% | +14.2% | +16.3% | +28.6% |
| 6M | -7.4% | +5.2% | -12.6% | -7.9% |
| YTD | +17.9% | +22.0% | -4.1% | +15.3% |
| 1Y | +46.7% | +43.6% | +3.1% | +40.9% |
| 3Y | +851.3% | +65.0% | +786.3% | +797.5% |
| 5Y | +202.9% | +112.0% | +90.9% | +179.1% |
| 10Y | +58.2% | +216.6% | -158.4% | +42.1% |
| All | -89.5% | +57,036.4% | -57,125.9% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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