+144.4%
ADI vs AMGN
+91.8%
+52.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +9.5% | +1.1% | +8.3% | +9.2% |
| 30D | -1.4% | +9.3% | -10.7% | -3.6% |
| 3M | +4.7% | +12.1% | -7.4% | +1.2% |
| 6M | -7.4% | +40.3% | -47.7% | -17.0% |
| YTD | +48.1% | +45.2% | +2.9% | +31.2% |
| 1Y | +69.6% | +42.4% | +27.2% | +51.1% |
| 3Y | +144.4% | +91.0% | +53.3% | +92.8% |
| All | +144.4% | +91.8% | +52.6% | +92.8% |
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 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