+60,958.4%
AMGN vs RVTY
+2,416.7%
+58,541.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +7.8% | +13.2% | -5.4% | +4.5% |
| 3M | +27.3% | +27.2% | 0.0% | +19.3% |
| 6M | +16.8% | +32.4% | -15.6% | +8.0% |
| YTD | +36.3% | +34.9% | +1.5% | +25.0% |
| 1Y | +60.4% | +52.4% | +8.1% | +42.3% |
| 3Y | +86.3% | +12.3% | +74.1% | +74.6% |
| 5Y | +125.7% | -30.8% | +156.5% | +132.7% |
| 10Y | +247.0% | +150.7% | +96.3% | +152.6% |
| All | +60,958.4% | +2,416.7% | +58,541.7% | +23,257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling