+65,270.7%
AMGN vs RVTY
+2,959.8%
+62,311.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | -2.2% | -0.7% | -1.4% | -2.0% |
| 30D | +12.1% | +1.7% | +10.4% | +11.3% |
| 3M | +13.6% | +36.8% | -23.2% | +4.5% |
| 6M | +43.9% | +60.1% | -16.2% | +26.8% |
| YTD | +45.9% | +64.0% | -18.0% | +26.8% |
| 1Y | +42.1% | +68.2% | -26.1% | +22.6% |
| 3Y | +91.6% | +88.8% | +2.8% | +58.1% |
| 5Y | +158.5% | -10.5% | +169.0% | +148.9% |
| 10Y | +323.2% | +219.7% | +103.5% | +188.8% |
| All | +65,270.7% | +2,959.8% | +62,311.0% | +23,606.7% |
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 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