+43.6%
AMGN vs ACGL
+5.7%
+37.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -11.6% | -2.1% | -9.5% | -10.9% |
| 30D | -5.7% | -2.2% | -3.5% | -4.9% |
| 3M | +14.2% | +6.3% | +7.9% | +12.5% |
| 6M | +5.2% | +0.5% | +4.7% | +4.9% |
| YTD | +22.0% | +0.2% | +21.8% | +21.7% |
| 1Y | +43.6% | +7.3% | +36.4% | +41.6% |
| All | +43.6% | +5.7% | +37.9% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling