+13,682.1%
AMGN vs RCL
+5,601.3%
+8,080.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +9.3% | +17.8% | -8.6% | +6.8% |
| 3M | +12.1% | +4.9% | +7.2% | +11.1% |
| 6M | +40.3% | +23.7% | +16.5% | +35.5% |
| YTD | +45.2% | +17.8% | +27.4% | +40.2% |
| 1Y | +42.4% | +28.9% | +13.5% | +35.7% |
| 3Y | +91.0% | +241.9% | -150.8% | +55.3% |
| 5Y | +157.4% | +295.4% | -138.0% | +96.4% |
| 10Y | +321.0% | +344.1% | -23.1% | +179.0% |
| All | +13,682.1% | +5,601.3% | +8,080.8% | +5,072.9% |
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 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