+328.1%
AMGN vs ACWI
+226.8%
+101.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.7% |
| 7D | 0.0% | +0.3% | -0.4% | -0.2% |
| 30D | +12.1% | -2.8% | +15.0% | +14.2% |
| 3M | +13.9% | -3.2% | +17.0% | +16.2% |
| 6M | +42.1% | +1.3% | +40.9% | +40.4% |
| YTD | +45.0% | +11.2% | +33.8% | +34.4% |
| 1Y | +49.3% | +13.8% | +35.6% | +36.2% |
| 3Y | +92.8% | +76.2% | +16.6% | +29.4% |
| 5Y | +156.7% | +59.5% | +97.3% | +83.7% |
| 10Y | +328.1% | +222.2% | +105.9% | +71.0% |
| All | +328.1% | +226.8% | +101.3% | +71.0% |
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