+216.6%
AMGN vs RCL
+341.7%
-125.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -11.6% | -2.2% | -9.4% | -11.5% |
| 30D | -5.7% | -15.7% | +10.0% | -4.3% |
| 3M | +14.2% | -8.0% | +22.2% | +14.9% |
| 6M | +5.2% | -10.1% | +15.3% | +5.8% |
| YTD | +22.0% | -5.9% | +27.9% | +22.0% |
| 1Y | +43.6% | -23.5% | +67.1% | +45.8% |
| 3Y | +65.0% | +174.4% | -109.4% | +49.5% |
| 5Y | +112.0% | +227.1% | -115.1% | +85.6% |
| 10Y | +216.6% | +342.5% | -126.0% | +222.9% |
| All | +216.6% | +341.7% | -125.2% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling