+43.9%
AMGN vs RY
+13.3%
+30.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -2.2% | -3.0% | +0.8% | -1.4% |
| 30D | +12.1% | +6.3% | +5.8% | +11.7% |
| 3M | +13.6% | -2.6% | +16.2% | +13.6% |
| 6M | +43.9% | +13.9% | +30.0% | +39.5% |
| All | +43.9% | +13.3% | +30.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 6mo: compounded portfolio wealth divided by compounded RY 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…
6mo analysis · Full analysis span regression · 6 months rolling