+60.4%
AMGN vs RCL
-23.9%
+84.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.1% | -5.1% | +6.2% | +1.9% |
| 30D | +7.8% | -19.0% | +26.8% | +11.1% |
| 3M | +27.3% | -9.6% | +36.8% | +28.7% |
| 6M | +16.8% | -6.7% | +23.5% | +17.3% |
| YTD | +36.3% | -3.9% | +40.2% | +35.7% |
| 1Y | +60.4% | -25.1% | +85.5% | +63.4% |
| All | +60.4% | -23.9% | +84.3% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling