+195.5%
AMGN vs RIG
-41.2%
+236.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -13.7% | -3.1% | -10.6% | -13.5% |
| 30D | -8.8% | -0.5% | -8.3% | -8.8% |
| 3M | +7.2% | -6.0% | +13.2% | +7.4% |
| 6M | +1.3% | -10.1% | +11.4% | +1.5% |
| YTD | +17.6% | +37.3% | -19.6% | +15.0% |
| 1Y | +37.2% | +73.9% | -36.8% | +32.1% |
| 3Y | +57.7% | -30.2% | +87.9% | +57.0% |
| 5Y | +106.3% | +62.5% | +43.8% | +91.2% |
| All | +195.5% | -41.2% | +236.7% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling