+65.8%
AMGN vs ALC
-15.5%
+81.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.0% | -8.1% | -9.4% |
| 7D | -10.3% | -3.7% | -6.6% | -9.1% |
| 30D | -3.8% | -3.7% | 0.0% | -2.5% |
| 3M | +14.4% | +4.6% | +9.8% | +12.7% |
| 6M | +7.8% | -14.6% | +22.4% | +13.0% |
| YTD | +22.6% | -11.9% | +34.4% | +27.0% |
| 1Y | +44.2% | -13.1% | +57.4% | +49.8% |
| 3Y | +65.8% | -15.0% | +80.8% | +81.4% |
| All | +65.8% | -15.5% | +81.3% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling