+64,930.0%
AMGN vs APA
+942.5%
+63,987.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +1.1% | +8.5% | -7.4% | +0.2% |
| 30D | +9.3% | +2.8% | +6.5% | +8.8% |
| 3M | +12.1% | +21.7% | -9.6% | +9.2% |
| 6M | +40.3% | +32.6% | +7.7% | +34.8% |
| YTD | +45.2% | +103.7% | -58.5% | +31.8% |
| 1Y | +42.4% | +101.8% | -59.4% | +29.3% |
| 3Y | +91.0% | +48.1% | +43.0% | +75.9% |
| 5Y | +157.4% | +91.9% | +65.5% | +121.7% |
| 10Y | +321.0% | +8.4% | +312.7% | +239.9% |
| All | +64,930.0% | +942.5% | +63,987.5% | +38,843.7% |
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