+60,958.4%
AMGN vs ADM
+1,908.9%
+59,049.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +1.1% | +3.8% | -2.7% | +0.2% |
| 30D | +7.8% | +9.8% | -1.9% | +5.4% |
| 3M | +27.3% | +2.1% | +25.1% | +26.2% |
| 6M | +16.8% | +27.5% | -10.7% | +9.5% |
| YTD | +36.3% | +50.2% | -13.9% | +22.5% |
| 1Y | +60.4% | +40.6% | +19.8% | +46.0% |
| 3Y | +86.3% | +17.2% | +69.1% | +73.6% |
| 5Y | +125.7% | +61.9% | +63.8% | +91.0% |
| 10Y | +247.0% | +159.3% | +87.8% | +155.7% |
| All | +60,958.4% | +1,908.9% | +59,049.5% | +21,337.0% |
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 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