+63.6%
AMGN vs RRC
+31.0%
+32.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -11.6% | -1.7% | -9.9% | -11.5% |
| 30D | -5.7% | +3.6% | -9.3% | -6.0% |
| 3M | +14.2% | +8.8% | +5.4% | +13.0% |
| 6M | +5.2% | +0.8% | +4.4% | +4.8% |
| YTD | +22.0% | +19.0% | +3.0% | +18.8% |
| 1Y | +43.6% | +22.9% | +20.7% | +39.4% |
| All | +63.6% | +31.0% | +32.5% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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