+133.4%
AMGN vs RKT
-9.3%
+142.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | -9.0% | +10.1% | +1.7% |
| 30D | +9.3% | +30.2% | -20.9% | +7.6% |
| 3M | +12.1% | -8.8% | +20.9% | +12.5% |
| 6M | +40.3% | -0.9% | +41.2% | +39.8% |
| YTD | +45.2% | -29.2% | +74.4% | +46.7% |
| 1Y | +42.4% | -20.1% | +62.5% | +42.8% |
| 3Y | +91.0% | +81.3% | +9.7% | +81.3% |
| 5Y | +157.4% | -6.6% | +164.0% | +145.5% |
| All | +133.4% | -9.3% | +142.7% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling