+313.6%
AMGN vs ACGL
+332.0%
-18.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.5% |
| 30D | +12.1% | +14.2% | -2.1% | +8.2% |
| 3M | +12.2% | +11.1% | +1.1% | +9.0% |
| 6M | +42.1% | +16.4% | +25.8% | +36.2% |
| YTD | +45.0% | +13.8% | +31.3% | +39.6% |
| 1Y | +47.7% | +21.6% | +26.2% | +39.8% |
| 3Y | +90.4% | +33.5% | +56.9% | +73.2% |
| 5Y | +154.9% | +174.8% | -19.9% | +83.6% |
| 10Y | +313.6% | +330.4% | -16.8% | +168.2% |
| All | +313.6% | +332.0% | -18.4% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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