+103.4%
AMGN vs RGTI
+56.8%
+46.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.3% |
| 7D | -13.7% | +0.5% | -14.2% | -13.7% |
| 30D | -8.8% | -17.1% | +8.3% | -8.7% |
| 3M | +7.2% | -26.0% | +33.2% | +7.4% |
| 6M | +1.3% | -9.9% | +11.1% | +1.1% |
| YTD | +17.6% | -31.1% | +48.7% | +17.6% |
| 1Y | +37.2% | -8.5% | +45.7% | +36.9% |
| 3Y | +57.7% | +652.2% | -594.5% | +51.4% |
| All | +103.4% | +56.8% | +46.7% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 5y: compounded portfolio wealth divided by compounded RGTI 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…
5y analysis · Full analysis span regression · 6 months rolling