+37.2%
AMGN vs RIG
+77.2%
-40.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.5% |
| 6M | +1.3% | -10.1% | +11.4% | +1.1% |
| YTD | +17.6% | +37.3% | -19.6% | +12.0% |
| 1Y | +37.2% | +73.9% | -36.8% | +28.4% |
| All | +37.2% | +77.2% | -40.0% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling