+63.6%
AMGN vs APTV
-56.4%
+120.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -11.6% | -1.2% | -10.5% | -11.4% |
| 30D | -5.7% | -10.6% | +5.0% | -4.3% |
| 3M | +14.2% | -35.0% | +49.2% | +20.5% |
| 6M | +5.2% | -38.9% | +44.1% | +11.4% |
| YTD | +22.0% | -41.5% | +63.5% | +29.6% |
| 1Y | +43.6% | -45.8% | +89.4% | +54.3% |
| All | +63.6% | -56.4% | +120.0% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling