+160.1%
AMGN vs RIG
+62.5%
+97.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.5% |
| 7D | +1.1% | +5.7% | -4.6% | +0.9% |
| 30D | +9.3% | -0.7% | +10.0% | +9.2% |
| 3M | +12.1% | -3.1% | +15.2% | +12.1% |
| 6M | +40.3% | -16.3% | +56.6% | +40.9% |
| YTD | +45.2% | +34.1% | +11.0% | +42.3% |
| 1Y | +42.4% | +38.2% | +4.3% | +39.4% |
| 3Y | +91.0% | -15.3% | +106.3% | +86.7% |
| All | +160.1% | +62.5% | +97.7% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling