+216.6%
AMGN vs ACM
+124.8%
+91.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | -11.6% | -3.7% | -8.0% | -10.9% |
| 30D | -5.7% | -12.7% | +7.0% | -3.1% |
| 3M | +14.2% | -9.8% | +24.0% | +16.3% |
| 6M | +5.2% | -31.4% | +36.6% | +13.4% |
| YTD | +22.0% | -32.1% | +54.1% | +31.2% |
| 1Y | +43.6% | -47.8% | +91.4% | +63.9% |
| 3Y | +65.0% | -22.1% | +87.1% | +69.6% |
| 5Y | +112.0% | +1.8% | +110.3% | +101.9% |
| 10Y | +216.6% | +132.5% | +84.0% | +130.7% |
| All | +216.6% | +124.8% | +91.8% | +130.7% |
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