-55.4%
APP vs AMGN
+64.6%
-120.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +11.5% |
| 7D | +4.5% | +5.9% | -1.4% | +5.9% |
| 30D | -3.6% | +18.7% | -22.4% | +0.6% |
| 3M | -35.3% | +23.4% | -58.6% | -30.6% |
| 6M | -42.8% | +49.7% | -92.5% | -31.7% |
| YTD | -59.7% | +49.2% | -108.8% | -50.7% |
| 1Y | -55.4% | +65.7% | -121.1% | -42.6% |
| All | -55.4% | +64.6% | -120.0% | -42.6% |
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