+37,071.1%
ADI vs AMGN
+63,747.9%
-26,676.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | -3.8% | +7.8% | -11.6% | -6.6% |
| 3M | -15.3% | +27.3% | -42.5% | -22.9% |
| 6M | +6.7% | +16.8% | -10.1% | +0.1% |
| YTD | +34.8% | +36.3% | -1.5% | +19.2% |
| 1Y | +49.0% | +60.4% | -11.4% | +23.5% |
| 3Y | +108.1% | +86.3% | +21.7% | +60.4% |
| 5Y | +142.4% | +125.7% | +16.8% | +71.9% |
| 10Y | +589.9% | +247.0% | +342.9% | +311.5% |
| All | +37,071.1% | +63,747.9% | -26,676.7% | +4,278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling