+60.4%
AMGN vs ADP
-4.5%
+65.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | +1.1% | -3.4% | +4.5% | +1.3% |
| 30D | +7.8% | +2.8% | +5.0% | +7.7% |
| 3M | +27.3% | +20.9% | +6.3% | +26.7% |
| 6M | +16.8% | +29.9% | -13.0% | +17.0% |
| YTD | +36.3% | +9.6% | +26.7% | +42.3% |
| 1Y | +60.4% | -5.3% | +65.7% | +71.7% |
| All | +60.4% | -4.5% | +65.0% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling