+65,270.7%
AMGN vs ADM
+1,583.8%
+63,686.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +12.1% | -11.8% | +23.9% | +15.3% |
| 3M | +13.6% | -11.3% | +24.9% | +16.5% |
| 6M | +43.9% | -10.0% | +54.0% | +46.6% |
| YTD | +45.9% | +25.9% | +20.0% | +36.4% |
| 1Y | +42.1% | +26.7% | +15.5% | +32.6% |
| 3Y | +91.6% | +8.1% | +83.4% | +81.3% |
| 5Y | +158.5% | +23.5% | +135.0% | +133.1% |
| 10Y | +323.2% | +128.2% | +195.0% | +221.4% |
| All | +65,270.7% | +1,583.8% | +63,686.9% | +23,761.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling