+942.8%
AMGN vs APTV
+180.9%
+761.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.6% | -5.4% | -9.3% |
| 7D | -10.3% | +2.0% | -12.2% | -10.5% |
| 30D | -3.8% | -7.7% | +3.9% | -2.4% |
| 3M | +14.4% | -34.0% | +48.4% | +22.3% |
| 6M | +7.8% | -37.1% | +44.9% | +15.6% |
| YTD | +22.6% | -39.9% | +62.5% | +32.0% |
| 1Y | +44.2% | -44.4% | +88.7% | +57.4% |
| 3Y | +65.8% | -54.5% | +120.3% | +83.3% |
| 5Y | +108.0% | -69.1% | +177.1% | +140.2% |
| 10Y | +209.9% | -20.0% | +229.9% | +159.6% |
| All | +942.8% | +180.9% | +761.9% | +533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling