+5,027.8%
AMGN vs RBA
+4,102.2%
+925.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.7% |
| 7D | 0.0% | +2.5% | -2.6% | -0.4% |
| 30D | +12.1% | +11.6% | +0.6% | +10.2% |
| 3M | +13.9% | +1.5% | +12.4% | +13.4% |
| 6M | +42.1% | -6.6% | +48.8% | +42.7% |
| YTD | +45.0% | -6.3% | +51.3% | +45.1% |
| 1Y | +49.3% | -4.0% | +53.3% | +48.7% |
| 3Y | +92.8% | +47.3% | +45.5% | +77.5% |
| 5Y | +156.7% | +47.7% | +109.1% | +132.2% |
| 10Y | +328.1% | +224.7% | +103.4% | +228.4% |
| All | +5,027.8% | +4,102.2% | +925.6% | +2,398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling