+65.8%
AMGN vs RBA
+29.1%
+36.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.0% | -8.1% | -9.9% |
| 7D | -10.3% | -1.1% | -9.2% | -10.1% |
| 30D | -3.8% | -13.2% | +9.4% | -2.3% |
| 3M | +14.4% | -21.4% | +35.7% | +16.6% |
| 6M | +7.8% | -20.9% | +28.7% | +9.7% |
| YTD | +22.6% | -19.9% | +42.4% | +24.1% |
| 1Y | +44.2% | -28.7% | +72.9% | +49.0% |
| 3Y | +65.8% | +27.4% | +38.4% | +56.9% |
| All | +65.8% | +29.1% | +36.7% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling