+42.7%
AMGN vs APD
+23.7%
+19.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.5% | +2.2% | -0.7% | +0.9% |
| 30D | +13.1% | +9.4% | +3.7% | +11.0% |
| 3M | +12.9% | +4.7% | +8.2% | +11.6% |
| 6M | +40.8% | +5.5% | +35.3% | +39.2% |
| YTD | +45.6% | +31.4% | +14.2% | +36.1% |
| 1Y | +42.7% | +24.1% | +18.6% | +35.4% |
| All | +42.7% | +23.7% | +19.1% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling