+1,042.7%
AMGN vs ACM
+230.8%
+811.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.1% | -3.7% | +4.9% | +1.9% |
| 30D | +7.8% | -11.1% | +18.9% | +10.3% |
| 3M | +27.3% | -8.0% | +35.2% | +29.0% |
| 6M | +16.8% | -29.7% | +46.5% | +25.2% |
| YTD | +36.3% | -29.4% | +65.7% | +45.3% |
| 1Y | +60.4% | -46.4% | +106.9% | +81.5% |
| 3Y | +86.3% | -22.3% | +108.7% | +92.2% |
| 5Y | +125.7% | +4.5% | +121.2% | +115.0% |
| 10Y | +247.0% | +127.6% | +119.4% | +163.5% |
| All | +1,042.7% | +230.8% | +811.9% | +603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling