+112.0%
AMGN vs RVTY
-34.2%
+146.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | 0.0% |
| 7D | -11.6% | -5.4% | -6.2% | -10.6% |
| 30D | -5.7% | +6.7% | -12.4% | -6.9% |
| 3M | +14.2% | +19.0% | -4.8% | +9.9% |
| 6M | +5.2% | +34.6% | -29.5% | -1.7% |
| YTD | +22.0% | +28.3% | -6.3% | +14.8% |
| 1Y | +43.6% | +46.0% | -2.4% | +31.3% |
| 3Y | +65.0% | +16.9% | +48.1% | +55.8% |
| 5Y | +112.0% | -32.9% | +145.0% | +112.7% |
| All | +112.0% | -34.2% | +146.3% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling