+398.2%
AMGN vs RNG
+309.1%
+89.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.4% | -5.7% | -9.6% |
| 7D | -10.3% | -0.8% | -9.4% | -10.2% |
| 30D | -3.8% | +11.4% | -15.2% | -4.8% |
| 3M | +14.4% | +72.1% | -57.7% | +7.9% |
| 6M | +7.8% | +67.9% | -60.1% | +1.2% |
| YTD | +22.6% | +144.3% | -121.8% | +9.5% |
| 1Y | +44.2% | +117.5% | -73.3% | +30.0% |
| 3Y | +65.8% | +123.9% | -58.1% | +45.3% |
| 5Y | +108.0% | -70.1% | +178.1% | +128.5% |
| 10Y | +209.9% | +215.9% | -6.0% | +95.4% |
| All | +398.2% | +309.1% | +89.2% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling