+108.0%
AMGN vs APD
+26.2%
+81.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.2% | -8.9% | -9.8% |
| 7D | -10.3% | -2.5% | -7.8% | -9.8% |
| 30D | -3.8% | -1.9% | -1.9% | -3.4% |
| 3M | +14.4% | +8.2% | +6.2% | +12.4% |
| 6M | +7.8% | +10.7% | -2.9% | +5.4% |
| YTD | +22.6% | +22.9% | -0.3% | +17.0% |
| 1Y | +44.2% | +5.8% | +38.4% | +42.0% |
| 3Y | +65.8% | +7.8% | +58.0% | +60.8% |
| 5Y | +108.0% | +26.1% | +81.9% | +95.4% |
| All | +108.0% | +26.2% | +81.8% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling