+5,050.7%
AMGN vs ACGL
+4,429.2%
+621.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.2% |
| 7D | +1.1% | -0.7% | +1.9% | +1.2% |
| 30D | +7.8% | -1.0% | +8.8% | +8.0% |
| 3M | +27.3% | +11.0% | +16.2% | +24.8% |
| 6M | +16.8% | -0.3% | +17.2% | +16.7% |
| YTD | +36.3% | +2.3% | +34.0% | +35.5% |
| 1Y | +60.4% | +6.4% | +54.1% | +58.3% |
| 3Y | +86.3% | +34.0% | +52.4% | +75.1% |
| 5Y | +125.7% | +161.6% | -36.0% | +86.3% |
| 10Y | +247.0% | +278.6% | -31.6% | +164.1% |
| All | +5,050.7% | +4,429.2% | +621.5% | +3,100.9% |
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