+333.0%
APP vs AMGN
+129.1%
+203.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.8% |
| 30D | -23.3% | +7.8% | -31.1% | -23.7% |
| 3M | -42.6% | +27.3% | -69.9% | -43.7% |
| 6M | -33.6% | +16.8% | -50.4% | -34.2% |
| YTD | -52.4% | +36.3% | -88.7% | -54.0% |
| 1Y | -35.9% | +60.4% | -96.3% | -40.4% |
| 3Y | +642.2% | +86.3% | +555.9% | +526.3% |
| All | +333.0% | +129.1% | +203.9% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling