+40,474.3%
AMGN vs RIO
+6,008.3%
+34,466.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +7.8% | +4.0% | +3.9% | +7.1% |
| 3M | +27.3% | +0.1% | +27.1% | +27.0% |
| 6M | +16.8% | +12.7% | +4.1% | +14.0% |
| YTD | +36.3% | +35.6% | +0.8% | +28.7% |
| 1Y | +60.4% | +73.7% | -13.3% | +44.9% |
| 3Y | +86.3% | +93.3% | -7.0% | +64.1% |
| 5Y | +125.7% | +92.4% | +33.2% | +95.3% |
| 10Y | +247.0% | +606.9% | -359.9% | +134.3% |
| All | +40,474.3% | +6,008.3% | +34,466.0% | +18,833.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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