+21,548.7%
ADBE vs AMGN
+57,313.9%
-35,765.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -10.1% | +6.6% | +0.4% |
| 7D | -10.1% | -10.3% | +0.2% | -6.3% |
| 30D | -3.0% | -3.8% | +0.8% | -1.7% |
| 3M | +5.0% | +14.4% | -9.4% | -0.7% |
| 6M | -9.3% | +7.8% | -17.1% | -12.7% |
| YTD | -26.5% | +22.6% | -49.1% | -33.0% |
| 1Y | -28.3% | +44.2% | -72.5% | -39.0% |
| 3Y | -54.1% | +65.8% | -119.9% | -64.0% |
| 5Y | -61.2% | +108.0% | -169.2% | -72.6% |
| 10Y | +152.5% | +209.9% | -57.4% | +50.2% |
| All | +21,548.7% | +57,313.9% | -35,765.2% | +1,039.3% |
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