+13,723.2%
AMGN vs RCL
+5,578.7%
+8,144.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +13.1% | +14.4% | -1.2% | +11.0% |
| 3M | +12.9% | +5.2% | +7.7% | +11.8% |
| 6M | +40.8% | +26.1% | +14.6% | +35.6% |
| YTD | +45.6% | +17.4% | +28.3% | +40.7% |
| 1Y | +42.7% | +24.7% | +18.1% | +36.6% |
| 3Y | +91.2% | +250.9% | -159.8% | +54.8% |
| 5Y | +158.1% | +293.8% | -135.7% | +97.1% |
| 10Y | +322.3% | +342.4% | -20.1% | +180.0% |
| All | +13,723.2% | +5,578.7% | +8,144.5% | +5,091.2% |
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