+91.0%
AMGN vs RIG
-16.1%
+107.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.6% |
| 7D | +1.1% | +5.7% | -4.6% | +0.8% |
| 30D | +9.3% | -0.7% | +10.0% | +9.1% |
| 3M | +12.1% | -3.1% | +15.2% | +12.0% |
| 6M | +40.3% | -16.3% | +56.6% | +41.4% |
| YTD | +45.2% | +34.1% | +11.0% | +39.5% |
| 1Y | +42.4% | +38.2% | +4.3% | +36.4% |
| 3Y | +91.0% | -15.3% | +106.3% | +84.6% |
| All | +91.0% | -16.1% | +107.1% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling