+326.9%
AMGN vs APA
+7.0%
+320.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +1.5% | +9.6% | -8.1% | +0.9% |
| 30D | +13.1% | -0.2% | +13.4% | +13.1% |
| 3M | +12.9% | +19.8% | -7.0% | +11.4% |
| 6M | +40.8% | +30.1% | +10.7% | +37.9% |
| YTD | +45.6% | +100.4% | -54.8% | +38.0% |
| 1Y | +42.7% | +105.2% | -62.5% | +35.0% |
| 3Y | +91.2% | +44.6% | +46.6% | +82.4% |
| 5Y | +158.1% | +88.8% | +69.3% | +137.4% |
| All | +326.9% | +7.0% | +320.0% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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