+13.0%
APH vs AMGN
+49.1%
-36.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +8.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.2% |
| 30D | -7.5% | +12.1% | -19.6% | -7.4% |
| 3M | -4.4% | +13.9% | -18.3% | -4.4% |
| 6M | +26.5% | +42.1% | -15.7% | +24.2% |
| YTD | +20.0% | +45.0% | -25.0% | +22.2% |
| All | +13.0% | +49.1% | -36.1% | +14.9% |
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