+109.1%
AMGN vs RKT
-11.7%
+120.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -2.1% |
| 7D | -13.9% | -7.2% | -6.6% | -13.3% |
| 30D | -7.1% | -7.9% | +0.7% | -6.5% |
| 3M | +13.9% | +5.2% | +8.7% | +13.0% |
| 6M | +3.2% | -14.9% | +18.1% | +4.0% |
| YTD | +19.2% | -31.9% | +51.1% | +21.9% |
| 1Y | +41.1% | -36.9% | +78.0% | +44.9% |
| 3Y | +61.3% | +35.7% | +25.6% | +48.3% |
| 5Y | +109.1% | -9.7% | +118.7% | +97.5% |
| All | +109.1% | -11.7% | +120.8% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling