+4,719.2%
AMGN vs RBA
+3,565.6%
+1,153.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.1% | -2.9% | +4.0% | +1.6% |
| 30D | +7.8% | -12.3% | +20.1% | +10.0% |
| 3M | +27.3% | -20.5% | +47.8% | +31.2% |
| 6M | +16.8% | -18.5% | +35.4% | +19.9% |
| YTD | +36.3% | -18.2% | +54.5% | +39.5% |
| 1Y | +60.4% | -27.5% | +87.9% | +67.2% |
| 3Y | +86.3% | +38.1% | +48.3% | +73.3% |
| 5Y | +125.7% | +44.8% | +80.9% | +104.2% |
| 10Y | +247.0% | +187.1% | +59.9% | +171.6% |
| All | +4,719.2% | +3,565.6% | +1,153.6% | +2,301.1% |
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 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