+130.8%
AMGN vs ACWI
+67.7%
+63.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +7.8% | +0.9% | +7.0% | +7.4% |
| 3M | +27.3% | +2.4% | +24.9% | +25.7% |
| 6M | +16.8% | +12.4% | +4.5% | +10.3% |
| YTD | +36.3% | +15.2% | +21.2% | +27.2% |
| 1Y | +60.4% | +22.7% | +37.7% | +45.5% |
| 3Y | +86.3% | +75.8% | +10.6% | +44.4% |
| All | +130.8% | +67.7% | +63.1% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling