+640.8%
APP vs AMGN
+68.2%
+572.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.1% | +7.4% | -3.2% |
| 7D | +0.1% | -10.3% | +10.3% | -0.5% |
| 30D | -10.0% | -3.8% | -6.3% | -10.1% |
| 3M | -44.6% | +14.4% | -59.0% | -43.9% |
| 6M | -37.9% | +7.8% | -45.7% | -37.0% |
| YTD | -53.7% | +22.6% | -76.3% | -52.9% |
| 1Y | -43.0% | +44.2% | -87.2% | -42.9% |
| 3Y | +640.8% | +65.8% | +575.0% | +549.4% |
| All | +640.8% | +68.2% | +572.6% | +549.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling