+91.0%
AMGN vs RCL
+255.6%
-164.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +9.3% | +17.8% | -8.6% | +7.3% |
| 3M | +12.1% | +4.9% | +7.2% | +11.4% |
| 6M | +40.3% | +23.7% | +16.5% | +36.4% |
| YTD | +45.2% | +17.8% | +27.4% | +41.2% |
| 1Y | +42.4% | +28.9% | +13.5% | +37.2% |
| 3Y | +91.0% | +241.9% | -150.8% | +62.0% |
| All | +91.0% | +255.6% | -164.6% | +62.0% |
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