+60.4%
AMGN vs RVTY
+57.1%
+3.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +7.8% | +13.2% | -5.4% | +4.9% |
| 3M | +27.3% | +27.2% | 0.0% | +20.2% |
| 6M | +16.8% | +32.4% | -15.6% | +8.8% |
| YTD | +36.3% | +34.9% | +1.5% | +25.2% |
| 1Y | +60.4% | +52.4% | +8.1% | +36.7% |
| All | +60.4% | +57.1% | +3.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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