+108.0%
AMGN vs ADP
+47.6%
+60.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.6% | -9.2% |
| 7D | -10.3% | -5.5% | -4.8% | -8.9% |
| 30D | -3.8% | -1.2% | -2.5% | -3.4% |
| 3M | +14.4% | +17.9% | -3.5% | +9.6% |
| 6M | +7.8% | +20.3% | -12.5% | +2.6% |
| YTD | +22.6% | +5.8% | +16.8% | +21.3% |
| 1Y | +44.2% | -7.7% | +51.9% | +49.1% |
| 3Y | +65.8% | +14.7% | +51.1% | +59.3% |
| 5Y | +108.0% | +45.8% | +62.2% | +80.9% |
| All | +108.0% | +47.6% | +60.4% | +80.9% |
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