+119,301.1%
APH vs AMGN
+9,755.0%
+109,546.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.9% | -1.2% | -4.7% | -5.7% |
| 30D | -14.8% | +11.5% | -26.3% | -17.3% |
| 3M | -12.4% | +14.4% | -26.8% | -15.8% |
| 6M | +8.1% | +40.9% | -32.9% | -2.0% |
| YTD | +10.9% | +43.5% | -32.6% | -0.3% |
| 1Y | +8.8% | +49.9% | -41.2% | -3.5% |
| 3Y | +262.1% | +84.6% | +177.4% | +198.5% |
| 5Y | +283.1% | +151.6% | +131.5% | +188.2% |
| 10Y | +908.1% | +358.2% | +549.9% | +539.9% |
| All | +119,301.1% | +9,755.0% | +109,546.1% | +42,145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling