+65.7%
AMGN vs RBA
-2.0%
+67.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.7% | +3.7% |
| 7D | +5.9% | +12.7% | -6.8% | +5.6% |
| 30D | +18.7% | +15.5% | +3.2% | +18.4% |
| 3M | +23.4% | -14.0% | +37.4% | +22.7% |
| 6M | +49.7% | -8.8% | +58.6% | +48.0% |
| YTD | +49.2% | -6.9% | +56.1% | +48.8% |
| 1Y | +65.7% | -3.0% | +68.7% | +65.5% |
| All | +65.7% | -2.0% | +67.7% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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