+322.0%
CMG vs AMGN
+206.2%
+115.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -2.1% | -13.7% | +11.6% | +0.6% |
| 30D | +10.9% | -8.8% | +19.7% | +12.7% |
| 3M | +15.8% | +7.2% | +8.6% | +13.9% |
| 6M | +6.9% | +1.3% | +5.7% | +6.3% |
| YTD | -2.2% | +17.6% | -19.8% | -5.7% |
| 1Y | -7.1% | +37.2% | -44.3% | -13.2% |
| 3Y | -7.1% | +57.7% | -64.9% | -17.3% |
| 5Y | -4.8% | +106.3% | -111.0% | -21.6% |
| All | +322.0% | +206.2% | +115.9% | +226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling