+112.0%
AMGN vs ACM
+2.7%
+109.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | -11.6% | -3.7% | -8.0% | -11.0% |
| 30D | -5.7% | -12.7% | +7.0% | -3.4% |
| 3M | +14.2% | -9.8% | +24.0% | +16.0% |
| 6M | +5.2% | -31.4% | +36.6% | +12.7% |
| YTD | +22.0% | -32.1% | +54.1% | +30.3% |
| 1Y | +43.6% | -47.8% | +91.4% | +62.8% |
| 3Y | +65.0% | -22.1% | +87.1% | +67.7% |
| 5Y | +112.0% | +1.8% | +110.3% | +99.7% |
| All | +112.0% | +2.7% | +109.3% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling