-7.3%
CMG vs AMGN
+62.1%
-69.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -3.8% | -13.9% | +10.0% | -2.4% |
| 30D | +12.9% | -7.1% | +20.0% | +13.7% |
| 3M | +18.8% | +13.9% | +4.9% | +16.9% |
| 6M | +4.1% | +3.2% | +0.8% | +3.4% |
| YTD | -2.4% | +19.2% | -21.6% | -4.2% |
| 1Y | -6.7% | +41.1% | -47.8% | -9.5% |
| All | -7.3% | +62.1% | -69.4% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling