+65.7%
AMGN vs RRX
+30.0%
+35.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.4% | +3.9% |
| 7D | +5.9% | +7.6% | -1.7% | +5.5% |
| 30D | +18.7% | +7.5% | +11.2% | +18.2% |
| 3M | +23.4% | -21.0% | +44.4% | +25.1% |
| 6M | +49.7% | -18.1% | +67.8% | +50.0% |
| YTD | +49.2% | +24.3% | +24.9% | +47.7% |
| 1Y | +65.7% | +29.3% | +36.4% | +64.0% |
| All | +65.7% | +30.0% | +35.7% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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