+216.6%
AMGN vs RBA
+189.2%
+27.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -11.6% | -1.9% | -9.8% | -11.3% |
| 30D | -5.7% | -13.0% | +7.3% | -3.6% |
| 3M | +14.2% | -23.1% | +37.3% | +18.5% |
| 6M | +5.2% | -22.6% | +27.8% | +8.8% |
| YTD | +22.0% | -20.4% | +42.4% | +25.3% |
| 1Y | +43.6% | -29.6% | +73.2% | +50.6% |
| 3Y | +65.0% | +26.6% | +38.5% | +54.6% |
| 5Y | +112.0% | +38.2% | +73.9% | +91.2% |
| 10Y | +216.6% | +194.7% | +21.8% | +111.1% |
| All | +216.6% | +189.2% | +27.4% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling