+323.2%
AMGN vs ADP
+319.4%
+3.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.2% | +0.9% | -3.1% | -2.5% |
| 30D | +12.1% | +11.9% | +0.2% | +7.4% |
| 3M | +13.6% | +13.7% | -0.1% | +8.2% |
| 6M | +43.9% | +46.8% | -2.8% | +23.7% |
| YTD | +45.9% | +21.8% | +24.2% | +34.2% |
| 1Y | +42.1% | +23.5% | +18.6% | +29.8% |
| 3Y | +91.6% | +44.1% | +47.5% | +62.9% |
| 5Y | +158.5% | +49.9% | +108.6% | +111.3% |
| 10Y | +323.2% | +318.8% | +4.5% | +164.0% |
| All | +323.2% | +319.4% | +3.8% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling