+65.8%
AMGN vs RVTY
+16.6%
+49.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.4% | -7.7% | -9.5% |
| 7D | -10.3% | +0.4% | -10.6% | -10.3% |
| 30D | -3.8% | +10.8% | -14.6% | -6.3% |
| 3M | +14.4% | +26.8% | -12.4% | +7.3% |
| 6M | +7.8% | +39.3% | -31.5% | -1.9% |
| YTD | +22.6% | +31.6% | -9.0% | +12.7% |
| 1Y | +44.2% | +47.7% | -3.5% | +28.0% |
| 3Y | +65.8% | +19.9% | +45.9% | +50.6% |
| All | +65.8% | +16.6% | +49.2% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling