+112.0%
AMGN vs RL
+233.3%
-121.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.1% |
| 7D | -11.6% | -0.3% | -11.4% | -11.6% |
| 30D | -5.7% | -17.5% | +11.9% | -3.8% |
| 3M | +14.2% | -14.0% | +28.2% | +15.9% |
| 6M | +5.2% | -2.0% | +7.2% | +5.1% |
| YTD | +22.0% | -4.6% | +26.6% | +22.1% |
| 1Y | +43.6% | +9.5% | +34.1% | +41.7% |
| 3Y | +65.0% | +200.5% | -135.5% | +44.6% |
| 5Y | +112.0% | +226.3% | -114.2% | +80.1% |
| All | +112.0% | +233.3% | -121.3% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling