+60.4%
AMGN vs RKT
-21.9%
+82.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.5% |
| 7D | +1.1% | +2.1% | -1.0% | +1.0% |
| 30D | +7.8% | +1.4% | +6.4% | +7.7% |
| 3M | +27.3% | +6.3% | +21.0% | +26.5% |
| 6M | +16.8% | -15.5% | +32.3% | +16.9% |
| YTD | +36.3% | -27.4% | +63.7% | +35.5% |
| 1Y | +60.4% | -26.6% | +87.0% | +57.9% |
| All | +60.4% | -21.9% | +82.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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