+42.4%
AMGN vs ACM
-46.0%
+88.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.1% | +5.6% | -4.5% | +0.6% |
| 30D | +9.3% | +20.8% | -11.5% | +7.4% |
| 3M | +12.1% | +11.4% | +0.7% | +10.8% |
| 6M | +40.3% | +0.9% | +39.3% | +39.5% |
| YTD | +45.2% | -24.8% | +70.0% | +46.6% |
| 1Y | +42.4% | -46.4% | +88.9% | +50.3% |
| All | +42.4% | -46.0% | +88.4% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling