+195.5%
AMGN vs RNG
+222.9%
-27.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -13.7% | -6.1% | -7.6% | -13.2% |
| 30D | -8.8% | +9.6% | -18.4% | -9.4% |
| 3M | +7.2% | +83.3% | -76.1% | +2.0% |
| 6M | +1.3% | +77.9% | -76.7% | -4.1% |
| YTD | +17.6% | +139.9% | -122.3% | +7.7% |
| 1Y | +37.2% | +121.7% | -84.5% | +26.2% |
| 3Y | +57.7% | +121.9% | -64.1% | +42.2% |
| 5Y | +106.3% | -68.4% | +174.6% | +124.1% |
| All | +195.5% | +222.9% | -27.3% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling