+97.3%
AMGN vs ACHR
-45.0%
+142.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -13.7% | -2.3% | -11.4% | -13.7% |
| 30D | -8.8% | -11.3% | +2.5% | -8.6% |
| 3M | +7.2% | +5.3% | +1.9% | +7.0% |
| 6M | +1.3% | -13.2% | +14.5% | +1.3% |
| YTD | +17.6% | -25.8% | +43.4% | +17.9% |
| 1Y | +37.2% | -34.3% | +71.4% | +37.6% |
| 3Y | +57.7% | -19.9% | +77.7% | +55.1% |
| 5Y | +106.3% | -42.7% | +148.9% | +105.4% |
| All | +97.3% | -45.0% | +142.3% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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