+64,930.0%
AMGN vs RVTY
+2,885.1%
+62,044.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +9.3% | +1.5% | +7.7% | +8.6% |
| 3M | +12.1% | +31.5% | -19.4% | +4.1% |
| 6M | +40.3% | +62.7% | -22.4% | +23.1% |
| YTD | +45.2% | +60.0% | -14.8% | +26.9% |
| 1Y | +42.4% | +65.7% | -23.3% | +23.3% |
| 3Y | +91.0% | +85.2% | +5.8% | +58.4% |
| 5Y | +157.4% | -14.9% | +172.3% | +150.9% |
| 10Y | +321.0% | +211.9% | +109.1% | +189.0% |
| All | +64,930.0% | +2,885.1% | +62,044.9% | +23,626.8% |
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