+13,175.3%
AMGN vs RIG
-41.1%
+13,216.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.5% | -8.5% | -9.9% |
| 7D | -10.3% | -2.7% | -7.6% | -10.1% |
| 30D | -3.8% | +9.5% | -13.3% | -4.5% |
| 3M | +14.4% | -6.6% | +21.0% | +14.8% |
| 6M | +7.8% | -2.9% | +10.7% | +7.5% |
| YTD | +22.6% | +39.5% | -16.9% | +18.3% |
| 1Y | +44.2% | +82.3% | -38.1% | +35.6% |
| 3Y | +65.8% | -29.6% | +95.4% | +65.1% |
| 5Y | +108.0% | +63.2% | +44.8% | +84.1% |
| 10Y | +209.9% | -45.0% | +254.9% | +158.5% |
| All | +13,175.3% | -41.1% | +13,216.4% | +10,191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling