+204.4%
AMGN vs ALC
+27.5%
+177.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | -2.2% | -6.3% | +4.1% | -0.2% |
| 30D | +12.1% | +12.6% | -0.5% | +8.0% |
| 3M | +13.6% | -3.8% | +17.5% | +14.9% |
| 6M | +43.9% | +16.8% | +27.1% | +37.1% |
| YTD | +45.9% | -7.6% | +53.6% | +48.5% |
| 1Y | +42.1% | -5.9% | +48.0% | +43.7% |
| 3Y | +91.6% | +0.6% | +91.0% | +88.2% |
| 5Y | +158.5% | -9.5% | +168.0% | +158.7% |
| All | +204.4% | +27.5% | +177.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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