+199.6%
AMGN vs RMD
+276.6%
-77.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -13.9% | -4.2% | -9.7% | -12.9% |
| 30D | -7.1% | -2.1% | -5.1% | -6.6% |
| 3M | +13.9% | +13.8% | +0.1% | +9.9% |
| 6M | +3.2% | -10.6% | +13.9% | +5.8% |
| YTD | +19.2% | -8.1% | +27.3% | +21.2% |
| 1Y | +41.1% | -18.0% | +59.1% | +47.5% |
| 3Y | +61.3% | +52.9% | +8.4% | +40.3% |
| 5Y | +109.1% | -22.3% | +131.3% | +115.5% |
| All | +199.6% | +276.6% | -77.0% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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