-26.3%
APH vs AMGN
+57.8%
-84.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -47.7% |
| 7D | -48.7% | +0.1% | -48.8% | -48.6% |
| 30D | -51.9% | +7.8% | -59.8% | -52.0% |
| 3M | -43.6% | +27.3% | -70.8% | -44.6% |
| 6M | -37.5% | +16.8% | -54.4% | -38.5% |
| YTD | -38.6% | +36.3% | -75.0% | -39.3% |
| 1Y | -26.3% | +60.4% | -86.8% | -29.5% |
| All | -26.3% | +57.8% | -84.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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