+65.7%
AMGN vs RCL
+27.6%
+38.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.4% | -2.6% | +2.8% |
| 7D | +5.9% | +11.7% | -5.8% | +4.3% |
| 30D | +18.7% | +21.1% | -2.4% | +15.5% |
| 3M | +23.4% | +2.9% | +20.5% | +23.1% |
| 6M | +49.7% | +29.8% | +19.9% | +43.5% |
| YTD | +49.2% | +21.4% | +27.8% | +42.5% |
| 1Y | +65.7% | +32.0% | +33.7% | +55.7% |
| All | +65.7% | +27.6% | +38.2% | +55.7% |
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