+195.5%
AMGN vs APTV
-16.1%
+211.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -13.7% | -5.0% | -8.7% | -13.0% |
| 30D | -8.8% | -6.1% | -2.7% | -8.0% |
| 3M | +7.2% | -33.0% | +40.2% | +12.8% |
| 6M | +1.3% | -35.2% | +36.5% | +6.5% |
| YTD | +17.6% | -40.1% | +57.8% | +24.8% |
| 1Y | +37.2% | -45.6% | +82.8% | +47.4% |
| 3Y | +57.7% | -54.4% | +112.1% | +70.4% |
| 5Y | +106.3% | -68.9% | +175.2% | +130.5% |
| All | +195.5% | -16.1% | +211.7% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling