+12,840.4%
AMGN vs RCL
+4,549.4%
+8,291.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.1% | -5.1% | +6.2% | +1.8% |
| 30D | +7.8% | -19.0% | +26.8% | +11.0% |
| 3M | +27.3% | -9.6% | +36.8% | +28.8% |
| 6M | +16.8% | -6.7% | +23.5% | +17.3% |
| YTD | +36.3% | -3.9% | +40.2% | +35.8% |
| 1Y | +60.4% | -25.1% | +85.5% | +64.9% |
| 3Y | +86.3% | +179.1% | -92.8% | +56.0% |
| 5Y | +125.7% | +243.3% | -117.7% | +75.6% |
| 10Y | +247.0% | +325.8% | -78.7% | +129.9% |
| All | +12,840.4% | +4,549.4% | +8,291.0% | +4,909.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling