+65.8%
AMGN vs ACM
-19.8%
+85.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.8% | -9.3% | -9.9% |
| 7D | -10.3% | -0.3% | -10.0% | -10.2% |
| 30D | -3.8% | -12.9% | +9.2% | -1.6% |
| 3M | +14.4% | -6.4% | +20.8% | +15.3% |
| 6M | +7.8% | -29.2% | +37.0% | +14.7% |
| YTD | +22.6% | -29.9% | +52.5% | +29.8% |
| 1Y | +44.2% | -47.3% | +91.5% | +63.5% |
| 3Y | +65.8% | -19.6% | +85.4% | +62.9% |
| All | +65.8% | -19.8% | +85.6% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling