+195.5%
AMGN vs RMBS
+566.4%
-370.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -13.7% | +1.8% | -15.5% | -13.9% |
| 30D | -8.8% | -13.9% | +5.1% | -7.4% |
| 3M | +7.2% | -39.8% | +47.0% | +12.5% |
| 6M | +1.3% | -6.0% | +7.3% | -1.1% |
| YTD | +17.6% | -5.4% | +23.0% | +14.0% |
| 1Y | +37.2% | -1.8% | +39.0% | +30.8% |
| 3Y | +57.7% | +53.7% | +4.1% | +33.8% |
| 5Y | +106.3% | +268.5% | -162.3% | +38.5% |
| All | +195.5% | +566.4% | -370.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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