+160.1%
AMGN vs APA
+94.1%
+66.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.1% |
| 6M | +40.3% | +32.6% | +7.7% | +38.3% |
| YTD | +45.2% | +103.7% | -58.5% | +38.9% |
| 1Y | +42.4% | +101.8% | -59.4% | +36.3% |
| 3Y | +91.0% | +48.1% | +43.0% | +81.8% |
| All | +160.1% | +94.1% | +66.1% | +141.9% |
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