+503.8%
APP vs AMGN
+120.5%
+383.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +10.6% | +1.5% | +9.1% | +10.5% |
| 30D | +44.6% | +13.1% | +31.5% | +42.7% |
| 3M | +29.6% | +12.9% | +16.7% | +27.9% |
| 6M | -19.8% | +40.8% | -60.5% | -22.4% |
| YTD | -41.6% | +45.6% | -87.2% | -44.2% |
| 1Y | -32.7% | +42.7% | -75.4% | -35.5% |
| 3Y | +799.0% | +91.2% | +707.9% | +667.6% |
| 5Y | +250.4% | +158.1% | +92.2% | +173.3% |
| All | +503.8% | +120.5% | +383.3% | +383.1% |
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 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