+323.2%
AMGN vs RBA
+209.3%
+113.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | +12.1% | +9.0% | +3.1% | +10.6% |
| 3M | +13.6% | +7.2% | +6.5% | +12.3% |
| 6M | +43.9% | -7.8% | +51.7% | +44.7% |
| YTD | +45.9% | -6.4% | +52.3% | +45.9% |
| 1Y | +42.1% | -4.2% | +46.3% | +41.5% |
| 3Y | +91.6% | +64.1% | +27.5% | +72.7% |
| 5Y | +158.5% | +48.4% | +110.1% | +133.2% |
| 10Y | +323.2% | +209.9% | +113.3% | +196.2% |
| All | +323.2% | +209.3% | +113.9% | +196.2% |
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