+37.2%
AMGN vs ACI
-32.3%
+69.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.6% | -1.6% |
| 7D | -13.7% | -3.7% | -10.0% | -13.4% |
| 30D | -8.8% | +0.6% | -9.4% | -8.7% |
| 3M | +7.2% | -20.3% | +27.5% | +8.2% |
| 6M | +1.3% | -24.7% | +25.9% | +2.3% |
| YTD | +17.6% | -27.2% | +44.9% | +19.7% |
| 1Y | +37.2% | -32.7% | +69.9% | +38.8% |
| All | +37.2% | -32.3% | +69.5% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling