+277.4%
APH vs AMGN
+92.3%
+185.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +11.1% | +1.5% | +9.7% | +11.0% |
| 30D | -7.3% | +13.1% | -20.4% | -8.3% |
| 3M | -6.2% | +12.9% | -19.0% | -7.2% |
| 6M | +24.9% | +40.8% | -15.8% | +20.3% |
| YTD | +18.4% | +45.6% | -27.2% | +13.9% |
| 1Y | +13.0% | +42.7% | -29.8% | +8.9% |
| All | +277.4% | +92.3% | +185.1% | +241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling