+154.9%
AMGN vs ADP
+48.5%
+106.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.9% | +3.2% | -2.3% | 0.0% |
| 30D | +12.1% | +12.8% | -0.6% | +8.6% |
| 3M | +12.2% | +12.3% | -0.2% | +8.8% |
| 6M | +42.1% | +45.4% | -3.3% | +28.5% |
| YTD | +45.0% | +21.4% | +23.6% | +38.3% |
| 1Y | +47.7% | +23.7% | +24.0% | +40.0% |
| 3Y | +90.4% | +43.6% | +46.8% | +72.1% |
| 5Y | +154.9% | +48.7% | +106.2% | +123.1% |
| All | +154.9% | +48.5% | +106.4% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling