+216.6%
AMGN vs APD
+162.9%
+53.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -11.6% | -4.6% | -7.1% | -10.2% |
| 30D | -5.7% | -4.2% | -1.5% | -4.3% |
| 3M | +14.2% | +5.0% | +9.2% | +12.1% |
| 6M | +5.2% | +8.9% | -3.8% | +1.7% |
| YTD | +22.0% | +21.9% | +0.1% | +13.1% |
| 1Y | +43.6% | +5.6% | +38.1% | +39.5% |
| 3Y | +65.0% | +6.9% | +58.1% | +56.1% |
| 5Y | +112.0% | +25.3% | +86.7% | +82.7% |
| 10Y | +216.6% | +169.1% | +47.5% | +79.8% |
| All | +216.6% | +162.9% | +53.6% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling