+112.0%
AMGN vs APA
+177.1%
-65.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -0.6% |
| 7D | -11.6% | +0.3% | -12.0% | -11.7% |
| 30D | -5.7% | +9.3% | -15.0% | -6.1% |
| 3M | +14.2% | +23.3% | -9.1% | +13.0% |
| 6M | +5.2% | +39.5% | -34.3% | +3.0% |
| YTD | +22.0% | +87.6% | -65.6% | +17.3% |
| 1Y | +43.6% | +114.2% | -70.6% | +36.7% |
| 3Y | +65.0% | +13.6% | +51.4% | +58.9% |
| 5Y | +112.0% | +175.6% | -63.5% | +91.3% |
| All | +112.0% | +177.1% | -65.0% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling