+63.6%
AMGN vs RMD
+51.0%
+12.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -11.6% | -4.7% | -6.9% | -10.7% |
| 30D | -5.7% | +0.2% | -5.9% | -5.7% |
| 3M | +14.2% | +12.0% | +2.2% | +11.2% |
| 6M | +5.2% | -12.5% | +17.7% | +7.5% |
| YTD | +22.0% | -7.9% | +29.9% | +23.5% |
| 1Y | +43.6% | -20.4% | +64.0% | +49.2% |
| All | +63.6% | +51.0% | +12.5% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling