+92.0%
AMGN vs ADM
+8.2%
+83.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +12.1% | -11.8% | +23.9% | +13.3% |
| 3M | +13.6% | -11.3% | +24.9% | +14.6% |
| 6M | +43.9% | -10.0% | +54.0% | +44.7% |
| YTD | +45.9% | +25.9% | +20.0% | +40.1% |
| 1Y | +42.1% | +26.7% | +15.5% | +36.3% |
| All | +92.0% | +8.2% | +83.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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