+105.5%
AMGN vs ACHR
-42.6%
+148.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.1% | -12.2% | -10.1% |
| 7D | -10.3% | +4.9% | -15.1% | -10.3% |
| 30D | -3.8% | +4.3% | -8.1% | -3.9% |
| 3M | +14.4% | +1.7% | +12.6% | +14.2% |
| 6M | +7.8% | -6.9% | +14.7% | +7.7% |
| YTD | +22.6% | -22.5% | +45.1% | +22.8% |
| 1Y | +44.2% | -31.5% | +75.7% | +44.6% |
| 3Y | +65.8% | -14.4% | +80.2% | +62.9% |
| 5Y | +108.0% | -41.6% | +149.6% | +107.2% |
| All | +105.5% | -42.6% | +148.1% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling