+112.0%
AMGN vs ADM
+67.1%
+44.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.8% |
| 7D | -11.6% | +1.4% | -13.0% | -11.8% |
| 30D | -5.7% | +8.2% | -13.9% | -6.8% |
| 3M | +14.2% | +8.7% | +5.5% | +12.6% |
| 6M | +5.2% | +29.1% | -23.9% | +0.6% |
| YTD | +22.0% | +53.7% | -31.7% | +13.1% |
| 1Y | +43.6% | +43.2% | +0.4% | +34.6% |
| 3Y | +65.0% | +21.4% | +43.6% | +56.5% |
| 5Y | +112.0% | +67.1% | +44.9% | +77.3% |
| All | +112.0% | +67.1% | +44.9% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling