+199.6%
AMGN vs APO
+936.6%
-737.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -13.9% | -4.9% | -9.0% | -13.2% |
| 30D | -7.1% | -8.4% | +1.3% | -5.9% |
| 3M | +13.9% | -2.1% | +16.0% | +14.0% |
| 6M | +3.2% | +19.2% | -16.0% | -0.3% |
| YTD | +19.2% | -10.5% | +29.8% | +20.4% |
| 1Y | +41.1% | -2.7% | +43.8% | +40.2% |
| 3Y | +61.3% | +52.5% | +8.8% | +44.2% |
| 5Y | +109.1% | +132.1% | -23.0% | +67.0% |
| All | +199.6% | +936.6% | -737.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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