+90.4%
AMGN vs ACM
-7.4%
+97.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.9% | +6.6% | -5.8% | -0.2% |
| 30D | +12.1% | +19.8% | -7.6% | +8.9% |
| 3M | +12.2% | -3.1% | +15.3% | +12.5% |
| 6M | +42.1% | -11.5% | +53.6% | +44.3% |
| YTD | +45.0% | -24.7% | +69.7% | +51.0% |
| 1Y | +47.7% | -45.1% | +92.8% | +65.5% |
| 3Y | +90.4% | -8.9% | +99.3% | +83.0% |
| All | +90.4% | -7.4% | +97.8% | +83.0% |
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 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