+54.5%
ADI vs AMGN
+39.2%
+15.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.1% |
| 7D | +4.6% | -13.7% | +18.3% | +7.2% |
| 30D | -1.2% | -8.8% | +7.6% | +0.1% |
| 3M | -7.8% | +7.2% | -15.0% | -10.4% |
| 6M | +19.3% | +1.3% | +18.1% | +17.3% |
| YTD | +40.9% | +17.6% | +23.3% | +33.7% |
| 1Y | +54.5% | +37.2% | +17.3% | +45.6% |
| All | +54.5% | +39.2% | +15.3% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling