+42.4%
AMGN vs RL
+15.3%
+27.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.1% | +2.6% | -1.4% | +0.7% |
| 30D | +9.3% | +2.9% | +6.3% | +8.9% |
| 3M | +12.1% | 0.0% | +12.1% | +12.0% |
| 6M | +40.3% | +17.1% | +23.2% | +37.0% |
| YTD | +45.2% | +10.1% | +35.1% | +41.6% |
| 1Y | +42.4% | +17.3% | +25.1% | +36.7% |
| All | +42.4% | +15.3% | +27.2% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling