+40.8%
AMGN vs APA
+29.9%
+10.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | +0.1% |
| 7D | +1.5% | +9.6% | -8.1% | +2.8% |
| 30D | +13.1% | -0.2% | +13.4% | +13.3% |
| 3M | +12.9% | +19.8% | -7.0% | +15.7% |
| 6M | +40.8% | +30.1% | +10.7% | +43.8% |
| All | +40.8% | +29.9% | +10.9% | +43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling