+64,868.5%
AMGN vs ADP
+12,298.0%
+52,570.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +0.9% | +3.2% | -2.3% | -0.5% |
| 30D | +12.1% | +12.8% | -0.6% | +6.6% |
| 3M | +12.2% | +12.3% | -0.2% | +6.7% |
| 6M | +42.1% | +45.4% | -3.3% | +20.5% |
| YTD | +45.0% | +21.4% | +23.6% | +31.5% |
| 1Y | +47.7% | +23.7% | +24.0% | +32.8% |
| 3Y | +90.4% | +43.6% | +46.8% | +59.2% |
| 5Y | +154.9% | +48.7% | +106.2% | +105.2% |
| 10Y | +313.6% | +316.1% | -2.5% | +104.8% |
| All | +64,868.5% | +12,298.0% | +52,570.5% | +7,715.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling