-26.4%
APP vs AMGN
+41.6%
-68.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.8% |
| 7D | +4.6% | +1.1% | +3.4% | +5.0% |
| 30D | +56.0% | +9.3% | +46.7% | +59.3% |
| 3M | +30.8% | +12.1% | +18.7% | +35.4% |
| 6M | -9.8% | +40.3% | -50.1% | +5.9% |
| YTD | -39.3% | +45.2% | -84.5% | -23.7% |
| 1Y | -26.4% | +42.4% | -68.9% | -8.5% |
| All | -26.4% | +41.6% | -68.1% | -8.5% |
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 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