+4,100.0%
CMG vs AMGN
+692.3%
+3,407.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.1% | +10.1% | +3.0% |
| 7D | -1.5% | -10.3% | +8.8% | +1.6% |
| 30D | +12.7% | -3.8% | +16.5% | +13.7% |
| 3M | +26.3% | +14.4% | +11.9% | +20.6% |
| 6M | +4.5% | +7.8% | -3.3% | +1.5% |
| YTD | -0.1% | +22.6% | -22.7% | -6.9% |
| 1Y | -6.8% | +44.2% | -51.0% | -17.7% |
| 3Y | -5.0% | +65.8% | -70.8% | -21.8% |
| 5Y | -3.0% | +108.0% | -111.0% | -27.4% |
| 10Y | +323.6% | +209.9% | +113.7% | +161.2% |
| All | +4,100.0% | +692.3% | +3,407.7% | +1,406.1% |
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