+65,124.1%
AMGN vs ADP
+12,398.7%
+52,725.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +13.1% | +11.6% | +1.5% | +8.0% |
| 3M | +12.9% | +15.1% | -2.2% | +6.3% |
| 6M | +40.8% | +46.0% | -5.3% | +19.1% |
| YTD | +45.6% | +22.4% | +23.2% | +31.5% |
| 1Y | +42.7% | +24.5% | +18.3% | +28.0% |
| 3Y | +91.2% | +44.8% | +46.4% | +59.3% |
| 5Y | +158.1% | +49.1% | +109.1% | +107.6% |
| 10Y | +322.3% | +320.9% | +1.4% | +108.1% |
| All | +65,124.1% | +12,398.7% | +52,725.4% | +7,719.5% |
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