+325.7%
AMGN vs ACM
+132.6%
+193.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.1% | +5.6% | -4.5% | -0.1% |
| 30D | +9.3% | +20.8% | -11.5% | +4.8% |
| 3M | +12.1% | +11.4% | +0.7% | +9.2% |
| 6M | +40.3% | +0.9% | +39.3% | +39.1% |
| YTD | +45.2% | -24.8% | +70.0% | +52.7% |
| 1Y | +42.4% | -46.4% | +88.9% | +62.1% |
| 3Y | +91.0% | -9.2% | +100.3% | +89.6% |
| 5Y | +157.4% | +5.0% | +152.4% | +143.4% |
| All | +325.7% | +132.6% | +193.1% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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