+216.6%
AMGN vs ACGL
+270.1%
-53.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -11.6% | -2.1% | -9.5% | -11.1% |
| 30D | -5.7% | -2.2% | -3.5% | -5.1% |
| 3M | +14.2% | +6.3% | +7.9% | +12.3% |
| 6M | +5.2% | +0.5% | +4.7% | +4.9% |
| YTD | +22.0% | +0.2% | +21.8% | +21.6% |
| 1Y | +43.6% | +7.3% | +36.4% | +40.5% |
| 3Y | +65.0% | +30.8% | +34.2% | +50.6% |
| 5Y | +112.0% | +155.8% | -43.7% | +55.4% |
| 10Y | +216.6% | +276.3% | -59.8% | +102.4% |
| All | +216.6% | +270.1% | -53.6% | +102.4% |
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