+154.5%
AMGN vs ACGL
+159.2%
-4.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +11.5% | +13.7% | -2.3% | +8.5% |
| 3M | +14.4% | +8.0% | +6.3% | +12.5% |
| 6M | +40.9% | +13.3% | +27.6% | +37.2% |
| YTD | +43.5% | +11.8% | +31.7% | +40.0% |
| 1Y | +49.9% | +22.2% | +27.7% | +43.8% |
| 3Y | +84.6% | +32.5% | +52.1% | +73.6% |
| All | +154.5% | +159.2% | -4.7% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling