+160.1%
AMGN vs ALC
-9.1%
+169.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | +9.3% | +16.0% | -6.8% | +4.8% |
| 3M | +12.1% | +0.8% | +11.3% | +11.7% |
| 6M | +40.3% | +16.8% | +23.4% | +34.4% |
| YTD | +45.2% | -5.5% | +50.7% | +46.3% |
| 1Y | +42.4% | -5.3% | +47.7% | +43.4% |
| 3Y | +91.0% | +4.1% | +87.0% | +89.6% |
| All | +160.1% | -9.1% | +169.2% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling