-37.1%
APP vs AMGN
+49.1%
-86.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +5.2% |
| 7D | +79.2% | 0.0% | +79.2% | +78.9% |
| 30D | +48.0% | +12.1% | +35.9% | +53.0% |
| 3M | +18.2% | +13.9% | +4.4% | +23.9% |
| 6M | -12.5% | +42.1% | -54.6% | +5.3% |
| YTD | -39.2% | +45.0% | -84.2% | -21.8% |
| All | -37.1% | +49.1% | -86.2% | -17.2% |
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