+89.1%
AMGN vs RKT
-12.9%
+102.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | -6.3% | -7.4% | -13.4% |
| 30D | -8.8% | -6.2% | -2.6% | -8.5% |
| 3M | +7.2% | -1.9% | +9.1% | +7.1% |
| 6M | +1.3% | -13.0% | +14.3% | +1.6% |
| YTD | +17.6% | -31.9% | +49.6% | +19.3% |
| 1Y | +37.2% | -37.6% | +74.7% | +39.5% |
| 3Y | +57.7% | +36.8% | +20.9% | +51.6% |
| 5Y | +106.3% | -9.7% | +116.0% | +97.4% |
| All | +89.1% | -12.9% | +102.0% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling