+65,124.1%
AMGN vs APA
+925.7%
+64,198.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | +1.5% | +9.6% | -8.1% | +0.4% |
| 30D | +13.1% | -0.2% | +13.4% | +13.0% |
| 3M | +12.9% | +19.8% | -7.0% | +10.2% |
| 6M | +40.8% | +30.1% | +10.7% | +35.6% |
| YTD | +45.6% | +100.4% | -54.8% | +32.4% |
| 1Y | +42.7% | +105.2% | -62.5% | +29.3% |
| 3Y | +91.2% | +44.6% | +46.6% | +76.5% |
| 5Y | +158.1% | +88.8% | +69.3% | +122.8% |
| 10Y | +322.3% | +6.6% | +315.7% | +241.5% |
| All | +65,124.1% | +925.7% | +64,198.4% | +39,032.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling