+142.1%
AMGN vs ACI
+32.8%
+109.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +1.1% | +2.3% | -1.1% | +1.0% |
| 30D | +9.3% | +1.2% | +8.0% | +9.2% |
| 3M | +12.1% | +6.8% | +5.3% | +11.5% |
| 6M | +40.3% | -18.7% | +59.0% | +41.9% |
| YTD | +45.2% | -20.2% | +65.4% | +46.9% |
| 1Y | +42.4% | -23.7% | +66.2% | +44.6% |
| 3Y | +91.0% | -31.6% | +122.7% | +95.0% |
| 5Y | +157.4% | -42.8% | +200.1% | +163.0% |
| All | +142.1% | +32.8% | +109.3% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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