+60,958.4%
AMGN vs ADP
+11,097.1%
+49,861.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.7% |
| 7D | +1.1% | -3.4% | +4.5% | +2.6% |
| 30D | +7.8% | +2.8% | +5.0% | +6.5% |
| 3M | +27.3% | +20.9% | +6.3% | +17.0% |
| 6M | +16.8% | +29.9% | -13.0% | +3.3% |
| YTD | +36.3% | +9.6% | +26.7% | +29.1% |
| 1Y | +60.4% | -5.3% | +65.7% | +61.3% |
| 3Y | +86.3% | +16.5% | +69.9% | +69.9% |
| 5Y | +125.7% | +49.4% | +76.3% | +80.9% |
| 10Y | +247.0% | +282.2% | -35.2% | +78.0% |
| All | +60,958.4% | +11,097.1% | +49,861.2% | +7,571.6% |
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