+90.4%
AMGN vs APD
+28.0%
+62.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +12.1% | +11.0% | +1.1% | +9.5% |
| 3M | +12.2% | +2.0% | +10.2% | +11.6% |
| 6M | +42.1% | +7.1% | +35.1% | +39.8% |
| YTD | +45.0% | +29.8% | +15.3% | +35.8% |
| 1Y | +47.7% | +24.0% | +23.7% | +39.7% |
| 3Y | +90.4% | +27.2% | +63.2% | +80.0% |
| All | +90.4% | +28.0% | +62.4% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling