+158.5%
AMGN vs ADM
+24.7%
+133.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +12.1% | -11.8% | +23.9% | +13.9% |
| 3M | +13.6% | -11.3% | +24.9% | +15.2% |
| 6M | +43.9% | -10.0% | +54.0% | +45.3% |
| YTD | +45.9% | +25.9% | +20.0% | +39.0% |
| 1Y | +42.1% | +26.7% | +15.5% | +35.2% |
| 3Y | +91.6% | +8.1% | +83.4% | +83.2% |
| 5Y | +158.5% | +23.5% | +135.0% | +133.0% |
| All | +158.5% | +24.7% | +133.8% | +133.0% |
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