+59.9%
AMGN vs RNG
+120.1%
-60.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.2% |
| 7D | -13.9% | -9.6% | -4.3% | -13.5% |
| 30D | -7.1% | +8.8% | -16.0% | -7.4% |
| 3M | +13.9% | +78.6% | -64.7% | +11.2% |
| 6M | +3.2% | +70.3% | -67.0% | +0.6% |
| YTD | +19.2% | +140.3% | -121.1% | +12.9% |
| 1Y | +41.1% | +126.6% | -85.5% | +33.8% |
| All | +59.9% | +120.1% | -60.3% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling