+112.0%
AMGN vs APO
+136.0%
-24.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -11.6% | -1.0% | -10.7% | -11.6% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | +14.2% | -0.9% | +15.1% | +14.1% |
| 6M | +5.2% | +22.1% | -17.0% | +2.8% |
| YTD | +22.0% | -8.4% | +30.4% | +22.5% |
| 1Y | +43.6% | -0.9% | +44.6% | +42.9% |
| 3Y | +65.0% | +56.1% | +8.9% | +55.0% |
| 5Y | +112.0% | +136.0% | -24.0% | +83.6% |
| All | +112.0% | +136.0% | -24.0% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling