+328.1%
AMGN vs RACE
+738.3%
-410.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | 0.0% | +3.9% | -4.0% | -1.0% |
| 30D | +12.1% | +7.4% | +4.7% | +10.2% |
| 3M | +13.9% | +1.6% | +12.3% | +13.3% |
| 6M | +42.1% | +23.3% | +18.8% | +34.5% |
| YTD | +45.0% | +14.7% | +30.4% | +39.0% |
| 1Y | +49.3% | +2.5% | +46.8% | +47.1% |
| 3Y | +92.8% | +28.0% | +64.8% | +75.2% |
| 5Y | +156.7% | +69.8% | +86.9% | +113.3% |
| 10Y | +328.1% | +734.9% | -406.8% | +148.0% |
| All | +328.1% | +738.3% | -410.2% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling