+41.1%
AMGN vs APO
-3.6%
+44.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.1% |
| 7D | -13.9% | -4.9% | -9.0% | -13.6% |
| 30D | -7.1% | -8.4% | +1.3% | -6.7% |
| 3M | +13.9% | -2.1% | +16.0% | +14.0% |
| 6M | +3.2% | +19.2% | -16.0% | +1.5% |
| YTD | +19.2% | -10.5% | +29.8% | +20.1% |
| 1Y | +41.1% | -2.7% | +43.8% | +38.8% |
| All | +41.1% | -3.6% | +44.7% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling