+651.5%
ADI vs AMGN
+206.2%
+445.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.4% |
| 7D | +4.6% | -13.7% | +18.3% | +10.7% |
| 30D | -1.2% | -8.8% | +7.6% | +2.1% |
| 3M | -7.8% | +7.2% | -15.0% | -11.6% |
| 6M | +19.3% | +1.3% | +18.1% | +17.2% |
| YTD | +40.9% | +17.6% | +23.3% | +29.2% |
| 1Y | +54.5% | +37.2% | +17.3% | +31.6% |
| 3Y | +123.4% | +57.7% | +65.7% | +73.8% |
| 5Y | +142.3% | +106.3% | +36.1% | +61.3% |
| All | +651.5% | +206.2% | +445.3% | +336.3% |
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 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