+209.9%
AMGN vs ACWI
+226.0%
-16.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -9.8% |
| 7D | -10.3% | +1.1% | -11.3% | -10.9% |
| 30D | -3.8% | -0.2% | -3.6% | -3.6% |
| 3M | +14.4% | +4.7% | +9.7% | +10.8% |
| 6M | +7.8% | +14.5% | -6.6% | -1.9% |
| YTD | +22.6% | +14.6% | +8.0% | +11.3% |
| 1Y | +44.2% | +21.4% | +22.8% | +25.9% |
| 3Y | +65.8% | +77.6% | -11.8% | +10.5% |
| 5Y | +108.0% | +68.1% | +39.9% | +42.8% |
| 10Y | +209.9% | +226.1% | -16.3% | +13.7% |
| All | +209.9% | +226.0% | -16.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling