+65.7%
AMGN vs ADVB
-76.7%
+142.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.3% | +3.7% |
| 7D | +5.9% | -29.5% | +35.4% | +5.6% |
| 30D | +18.7% | -66.9% | +85.6% | +17.9% |
| 3M | +23.4% | -73.7% | +97.1% | +22.5% |
| 6M | +49.7% | -64.8% | +114.5% | +49.3% |
| YTD | +49.2% | -64.0% | +113.2% | +49.2% |
| 1Y | +65.7% | -77.0% | +142.7% | +66.8% |
| All | +65.7% | -76.7% | +142.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling