+887.9%
APP vs AMGN
+91.8%
+796.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.9% |
| 7D | +4.6% | +1.1% | +3.4% | +4.7% |
| 30D | +56.0% | +9.3% | +46.7% | +57.0% |
| 3M | +30.8% | +12.1% | +18.7% | +32.2% |
| 6M | -9.8% | +40.3% | -50.1% | -6.3% |
| YTD | -39.3% | +45.2% | -84.5% | -36.7% |
| 1Y | -26.4% | +42.4% | -68.9% | -23.3% |
| 3Y | +887.9% | +91.0% | +796.9% | +861.9% |
| All | +887.9% | +91.8% | +796.2% | +861.9% |
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