+60.4%
AMGN vs RNG
+144.7%
-84.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.5% |
| 7D | +1.1% | +5.8% | -4.7% | +1.1% |
| 30D | +7.8% | +19.6% | -11.8% | +7.8% |
| 3M | +27.3% | +67.0% | -39.8% | +27.2% |
| 6M | +16.8% | +88.4% | -71.5% | +16.8% |
| YTD | +36.3% | +155.5% | -119.2% | +32.8% |
| 1Y | +60.4% | +141.7% | -81.2% | +54.8% |
| All | +60.4% | +144.7% | -84.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling