+109.1%
AMGN vs ACHR
-44.8%
+153.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -13.9% | -5.4% | -8.5% | -13.8% |
| 30D | -7.1% | -19.7% | +12.6% | -6.8% |
| 3M | +13.9% | +7.9% | +6.0% | +13.6% |
| 6M | +3.2% | -13.8% | +17.0% | +3.3% |
| YTD | +19.2% | -27.5% | +46.8% | +19.6% |
| 1Y | +41.1% | -33.9% | +75.1% | +41.6% |
| 3Y | +61.3% | -20.0% | +81.3% | +58.7% |
| 5Y | +109.1% | -44.0% | +153.0% | +106.4% |
| All | +109.1% | -44.8% | +153.8% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling