+63.6%
AMGN vs RCL
+171.9%
-108.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -11.6% | -2.2% | -9.4% | -11.4% |
| 30D | -5.7% | -15.7% | +10.0% | -3.7% |
| 3M | +14.2% | -8.0% | +22.2% | +15.2% |
| 6M | +5.2% | -10.1% | +15.3% | +6.1% |
| YTD | +22.0% | -5.9% | +27.9% | +21.9% |
| 1Y | +43.6% | -23.5% | +67.1% | +46.5% |
| All | +63.6% | +171.9% | -108.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling