+199.6%
AMGN vs ADP
+282.5%
-82.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -13.9% | -5.7% | -8.2% | -11.9% |
| 30D | -7.1% | -1.4% | -5.8% | -6.6% |
| 3M | +13.9% | +16.6% | -2.6% | +7.3% |
| 6M | +3.2% | +24.9% | -21.7% | -5.9% |
| YTD | +19.2% | +5.6% | +13.7% | +15.9% |
| 1Y | +41.1% | -6.0% | +47.2% | +43.6% |
| 3Y | +61.3% | +14.5% | +46.8% | +49.9% |
| 5Y | +109.1% | +47.9% | +61.2% | +70.1% |
| All | +199.6% | +282.5% | -82.9% | +83.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling