+4,354.5%
AMGN vs RL
+1,568.4%
+2,786.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | 0.0% |
| 7D | 0.0% | +0.2% | -0.3% | -0.1% |
| 30D | +12.1% | +7.3% | +4.8% | +10.8% |
| 3M | +13.9% | +1.0% | +12.8% | +13.5% |
| 6M | +42.1% | +11.8% | +30.4% | +38.8% |
| YTD | +45.0% | +13.6% | +31.4% | +40.8% |
| 1Y | +49.3% | +24.0% | +25.3% | +42.6% |
| 3Y | +92.8% | +256.6% | -163.8% | +49.9% |
| 5Y | +156.7% | +240.2% | -83.5% | +96.6% |
| 10Y | +328.1% | +373.0% | -44.8% | +187.9% |
| All | +4,354.5% | +1,568.4% | +2,786.0% | +1,946.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling