+86.5%
AMGN vs RDW
-0.7%
+87.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | -13.7% | +0.9% | -14.6% | -13.7% |
| 30D | -8.8% | -21.3% | +12.5% | -8.5% |
| 3M | +7.2% | -37.9% | +45.1% | +7.8% |
| 6M | +1.3% | +12.3% | -11.0% | +0.6% |
| YTD | +17.6% | +39.7% | -22.1% | +16.0% |
| 1Y | +37.2% | +25.7% | +11.5% | +35.1% |
| 3Y | +57.7% | +230.8% | -173.1% | +52.0% |
| 5Y | +106.3% | -8.8% | +115.0% | +98.6% |
| All | +86.5% | -0.7% | +87.3% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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