+323.2%
AMGN vs ACM
+130.8%
+192.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -2.2% | +3.0% | -5.2% | -2.8% |
| 30D | +12.1% | +19.7% | -7.6% | +7.9% |
| 3M | +13.6% | +5.3% | +8.3% | +12.0% |
| 6M | +43.9% | -10.8% | +54.7% | +46.3% |
| YTD | +45.9% | -25.1% | +71.0% | +53.4% |
| 1Y | +42.1% | -45.8% | +87.9% | +60.6% |
| 3Y | +91.6% | -9.4% | +101.0% | +90.3% |
| 5Y | +158.5% | +4.8% | +153.7% | +145.3% |
| 10Y | +323.2% | +129.8% | +193.5% | +228.0% |
| All | +323.2% | +130.8% | +192.4% | +228.0% |
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