+620.2%
ADI vs AMGN
+319.8%
+300.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | +9.5% | +1.1% | +8.3% | +9.0% |
| 30D | -1.4% | +9.3% | -10.7% | -5.0% |
| 3M | +4.7% | +12.1% | -7.4% | -1.0% |
| 6M | -7.4% | +40.3% | -47.7% | -21.3% |
| YTD | +48.1% | +45.2% | +2.9% | +23.5% |
| 1Y | +69.6% | +42.4% | +27.2% | +42.6% |
| 3Y | +144.4% | +91.0% | +53.3% | +73.6% |
| 5Y | +134.1% | +157.4% | -23.2% | +38.5% |
| All | +620.2% | +319.8% | +300.4% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling