+115.3%
ADI vs AMGN
+65.8%
+49.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.6% | -11.6% | +14.3% | +6.0% |
| 30D | -4.6% | -5.7% | +1.0% | -3.5% |
| 3M | -9.5% | +14.2% | -23.7% | -14.0% |
| 6M | +14.8% | +5.2% | +9.7% | +12.0% |
| YTD | +35.8% | +22.0% | +13.8% | +26.1% |
| 1Y | +48.9% | +43.6% | +5.3% | +30.8% |
| All | +115.3% | +65.8% | +49.6% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling