+7,455.7%
AMGN vs RMD
+38,753.6%
-31,297.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.1% | +2.1% | -0.9% | +0.7% |
| 30D | +9.3% | +2.1% | +7.2% | +8.7% |
| 3M | +12.1% | +6.2% | +5.9% | +10.6% |
| 6M | +40.3% | +19.4% | +20.9% | +34.7% |
| YTD | +45.2% | +0.5% | +44.6% | +44.3% |
| 1Y | +42.4% | -3.9% | +46.4% | +42.8% |
| 3Y | +91.0% | +72.5% | +18.5% | +67.3% |
| 5Y | +157.4% | -1.5% | +158.9% | +147.0% |
| 10Y | +321.0% | +345.8% | -24.8% | +191.8% |
| All | +7,455.7% | +38,753.6% | -31,297.9% | +2,845.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling