+42.7%
AMGN vs ADVB
-61.6%
+104.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +42.7% | -42.9% | +0.1% |
| 7D | +1.5% | +74.2% | -72.7% | +1.9% |
| 30D | +13.1% | -35.9% | +49.0% | +12.9% |
| 3M | +12.9% | -56.4% | +69.3% | +12.6% |
| 6M | +40.8% | -36.7% | +77.5% | +40.8% |
| YTD | +45.6% | -43.3% | +88.9% | +45.8% |
| 1Y | +42.7% | -63.4% | +106.1% | +43.8% |
| All | +42.7% | -61.6% | +104.3% | +43.8% |
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