+109.1%
AMGN vs RMBS
+258.2%
-149.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.1% |
| 7D | -13.9% | +1.2% | -15.1% | -13.9% |
| 30D | -7.1% | -11.5% | +4.3% | -6.6% |
| 3M | +13.9% | -38.2% | +52.1% | +16.7% |
| 6M | +3.2% | -4.8% | +8.0% | +1.7% |
| YTD | +19.2% | -7.1% | +26.4% | +17.3% |
| 1Y | +41.1% | +10.7% | +30.5% | +36.3% |
| 3Y | +61.3% | +54.5% | +6.8% | +48.8% |
| 5Y | +109.1% | +261.7% | -152.6% | +70.0% |
| All | +109.1% | +258.2% | -149.1% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling