+57.7%
AMGN vs RVMD
+537.4%
-479.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -3.0% | -10.7% | -13.4% |
| 30D | -8.8% | -0.7% | -8.1% | -8.7% |
| 3M | +7.2% | +36.5% | -29.3% | +4.1% |
| 6M | +1.3% | +104.6% | -103.3% | -6.0% |
| YTD | +17.6% | +155.8% | -138.2% | +5.5% |
| 1Y | +37.2% | +340.7% | -303.5% | +15.4% |
| 3Y | +57.7% | +519.9% | -462.2% | +27.6% |
| All | +57.7% | +537.4% | -479.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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