+1,041.3%
APH vs AMGN
+211.5%
+829.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.1% | +8.8% | +1.7% |
| 7D | +0.2% | -10.3% | +10.5% | +3.2% |
| 30D | -3.3% | -3.8% | +0.4% | -2.6% |
| 3M | +14.0% | +14.4% | -0.3% | +8.8% |
| 6M | +24.4% | +7.8% | +16.6% | +20.8% |
| YTD | +21.4% | +22.6% | -1.2% | +12.8% |
| 1Y | +48.9% | +44.2% | +4.7% | +30.9% |
| 3Y | +290.1% | +65.8% | +224.3% | +216.8% |
| 5Y | +352.8% | +108.0% | +244.8% | +231.7% |
| 10Y | +1,041.3% | +209.9% | +831.4% | +645.5% |
| All | +1,041.3% | +211.5% | +829.8% | +645.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling