+506.6%
APP vs AMGN
+119.7%
+386.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +61.1% | +0.9% | +60.2% | +60.7% |
| 30D | +42.8% | +12.1% | +30.6% | +41.0% |
| 3M | +16.7% | +12.2% | +4.5% | +15.1% |
| 6M | -15.6% | +42.1% | -57.7% | -18.5% |
| YTD | -41.3% | +45.0% | -86.3% | -43.9% |
| 1Y | -39.3% | +47.7% | -87.0% | -42.4% |
| 3Y | +803.2% | +90.4% | +712.8% | +671.3% |
| 5Y | +313.2% | +154.9% | +158.2% | +222.7% |
| All | +506.6% | +119.7% | +386.9% | +385.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling