+91.0%
AMGN vs APA
+45.9%
+45.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +1.1% | +8.5% | -7.4% | +0.9% |
| 30D | +9.3% | +2.8% | +6.5% | +9.1% |
| 3M | +12.1% | +21.7% | -9.6% | +11.0% |
| 6M | +40.3% | +32.6% | +7.7% | +38.0% |
| YTD | +45.2% | +103.7% | -58.5% | +36.8% |
| 1Y | +42.4% | +101.8% | -59.4% | +34.3% |
| 3Y | +91.0% | +48.1% | +43.0% | +78.2% |
| All | +91.0% | +45.9% | +45.1% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling