+328.1%
AMGN vs ACGL
+332.3%
-4.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.8% |
| 7D | 0.0% | -1.1% | +1.0% | +0.2% |
| 30D | +12.1% | +13.1% | -1.0% | +8.5% |
| 3M | +13.9% | +9.8% | +4.1% | +11.0% |
| 6M | +42.1% | +15.3% | +26.9% | +36.6% |
| YTD | +45.0% | +12.7% | +32.3% | +40.0% |
| 1Y | +49.3% | +20.7% | +28.6% | +41.5% |
| 3Y | +92.8% | +34.3% | +58.5% | +75.0% |
| 5Y | +156.7% | +170.6% | -13.9% | +85.6% |
| 10Y | +328.1% | +330.6% | -2.4% | +166.8% |
| All | +328.1% | +332.3% | -4.2% | +166.8% |
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