+500.0%
APP vs AMGN
+117.4%
+382.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.9% |
| 7D | +71.2% | -1.2% | +72.4% | +71.1% |
| 30D | +39.1% | +11.5% | +27.6% | +37.3% |
| 3M | +16.5% | +14.4% | +2.2% | +14.8% |
| 6M | -16.6% | +40.9% | -57.5% | -19.4% |
| YTD | -41.9% | +43.5% | -85.5% | -44.5% |
| 1Y | -37.0% | +49.9% | -87.0% | -40.5% |
| 3Y | +892.4% | +84.6% | +807.8% | +755.1% |
| 5Y | +297.3% | +151.6% | +145.7% | +210.7% |
| All | +500.0% | +117.4% | +382.6% | +380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling