+60.4%
AMGN vs APTV
-39.9%
+100.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -1.8% |
| 7D | +1.1% | +4.8% | -3.7% | +0.7% |
| 30D | +7.8% | +2.0% | +5.8% | +7.6% |
| 3M | +27.3% | -34.2% | +61.5% | +32.3% |
| 6M | +16.8% | -34.7% | +51.5% | +21.6% |
| YTD | +36.3% | -37.0% | +73.3% | +40.1% |
| 1Y | +60.4% | -40.4% | +100.8% | +64.2% |
| All | +60.4% | -39.9% | +100.3% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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