+323.2%
AMGN vs RL
+347.1%
-23.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -2.2% | -4.4% | +2.2% | -1.6% |
| 30D | +12.1% | +5.6% | +6.5% | +11.3% |
| 3M | +13.6% | -0.6% | +14.3% | +13.6% |
| 6M | +43.9% | +15.5% | +28.5% | +41.0% |
| YTD | +45.9% | +12.3% | +33.6% | +43.1% |
| 1Y | +42.1% | +19.3% | +22.8% | +38.2% |
| 3Y | +91.6% | +255.5% | -164.0% | +59.8% |
| 5Y | +158.5% | +247.1% | -88.5% | +112.8% |
| 10Y | +323.2% | +346.0% | -22.8% | +218.5% |
| All | +323.2% | +347.1% | -23.9% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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