+3,585.4%
AMGN vs RMBS
+1,363.4%
+2,222.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.8% | -10.2% |
| 7D | -10.3% | +3.0% | -13.2% | -10.5% |
| 30D | -3.8% | -14.4% | +10.6% | -2.6% |
| 3M | +14.4% | -42.8% | +57.2% | +19.1% |
| 6M | +7.8% | -1.4% | +9.2% | +6.1% |
| YTD | +22.6% | -5.4% | +28.0% | +20.5% |
| 1Y | +44.2% | +18.6% | +25.6% | +38.0% |
| 3Y | +65.8% | +57.3% | +8.5% | +50.8% |
| 5Y | +108.0% | +265.7% | -157.7% | +73.1% |
| 10Y | +209.9% | +546.0% | -336.2% | +141.4% |
| All | +3,585.4% | +1,363.4% | +2,222.0% | +1,831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling