+77.8%
AMGN vs RGTI
+53.1%
+24.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -13.9% | -0.1% | -13.7% | -13.9% |
| 30D | -7.1% | -16.2% | +9.1% | -7.0% |
| 3M | +13.9% | -22.0% | +35.9% | +14.0% |
| 6M | +3.2% | -10.8% | +14.0% | +3.1% |
| YTD | +19.2% | -31.6% | +50.8% | +19.2% |
| 1Y | +41.1% | -6.4% | +47.5% | +40.8% |
| 3Y | +61.3% | +665.7% | -604.4% | +54.8% |
| 5Y | +109.1% | +55.6% | +53.4% | +101.0% |
| All | +77.8% | +53.1% | +24.7% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling