+47.7%
AMGN vs ACWI
+12.9%
+34.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.2% |
| 7D | 0.0% | +0.3% | -0.4% | -0.1% |
| 30D | +12.1% | -2.8% | +15.0% | +13.5% |
| 3M | +13.9% | -3.2% | +17.0% | +15.5% |
| 6M | +42.1% | +1.3% | +40.9% | +40.4% |
| YTD | +45.0% | +11.2% | +33.8% | +35.4% |
| All | +47.7% | +12.9% | +34.9% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling