+1,115.4%
AMGN vs APO
+1,753.5%
-638.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.4% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +7.8% | +3.5% | +4.4% | +7.1% |
| 3M | +27.3% | +4.5% | +22.7% | +25.8% |
| 6M | +16.8% | +22.8% | -5.9% | +11.8% |
| YTD | +36.3% | -6.5% | +42.8% | +36.7% |
| 1Y | +60.4% | +0.8% | +59.6% | +58.1% |
| 3Y | +86.3% | +62.0% | +24.4% | +63.4% |
| 5Y | +125.7% | +138.2% | -12.6% | +77.2% |
| 10Y | +247.0% | +940.3% | -693.2% | +84.6% |
| All | +1,115.4% | +1,753.5% | -638.1% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling