+5,380.6%
AMGN vs ACGL
+4,891.8%
+488.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | 0.0% | -1.1% | +1.0% | +0.2% |
| 30D | +12.1% | +13.1% | -1.0% | +9.7% |
| 3M | +13.9% | +9.8% | +4.1% | +11.9% |
| 6M | +42.1% | +15.3% | +26.9% | +38.4% |
| YTD | +45.0% | +12.7% | +32.3% | +41.7% |
| 1Y | +49.3% | +20.7% | +28.6% | +44.1% |
| 3Y | +92.8% | +34.3% | +58.5% | +81.1% |
| 5Y | +156.7% | +170.6% | -13.9% | +110.7% |
| 10Y | +328.1% | +330.6% | -2.4% | +218.8% |
| All | +5,380.6% | +4,891.8% | +488.7% | +3,246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling