+443.7%
APLD vs AMGN
+100.0%
+343.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +1.9% |
| 7D | +4.1% | +1.1% | +3.0% | +3.9% |
| 30D | -11.7% | +7.8% | -19.6% | -12.6% |
| 3M | -40.3% | +27.3% | -67.5% | -42.3% |
| 6M | -8.0% | +16.8% | -24.8% | -10.2% |
| YTD | +7.5% | +36.3% | -28.8% | +3.4% |
| 1Y | +84.0% | +60.4% | +23.6% | +71.2% |
| 3Y | +356.2% | +86.3% | +269.9% | +283.9% |
| All | +443.7% | +100.0% | +343.7% | +280.1% |
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