+367.9%
APP vs AMGN
+84.7%
+283.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -4.4% | -11.6% | +7.3% | -3.3% |
| 30D | -10.0% | -5.7% | -4.3% | -9.5% |
| 3M | -41.4% | +14.2% | -55.6% | -42.1% |
| 6M | -41.0% | +5.2% | -46.2% | -41.2% |
| YTD | -54.7% | +22.0% | -76.7% | -56.0% |
| 1Y | -45.3% | +43.6% | -89.0% | -48.9% |
| 3Y | +624.3% | +65.0% | +559.3% | +522.0% |
| 5Y | +329.1% | +112.0% | +217.1% | +241.8% |
| All | +367.9% | +84.7% | +283.1% | +281.3% |
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