+64,930.0%
AMGN vs ADM
+1,630.9%
+63,299.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.9% |
| 7D | +1.1% | +4.2% | -3.0% | +0.1% |
| 30D | +9.3% | -12.8% | +22.1% | +12.8% |
| 3M | +12.1% | -8.5% | +20.6% | +14.0% |
| 6M | +40.3% | -10.9% | +51.2% | +43.2% |
| YTD | +45.2% | +29.4% | +15.8% | +34.8% |
| 1Y | +42.4% | +27.5% | +14.9% | +32.6% |
| 3Y | +91.0% | +10.3% | +80.7% | +80.0% |
| 5Y | +157.4% | +27.4% | +130.0% | +130.3% |
| 10Y | +321.0% | +134.6% | +186.4% | +217.6% |
| All | +64,930.0% | +1,630.9% | +63,299.1% | +23,481.0% |
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