+5,633.8%
AMGN vs RY
+11,121.0%
-5,487.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | +11.5% | +5.9% | +5.6% | +9.3% |
| 3M | +14.4% | -4.3% | +18.7% | +16.0% |
| 6M | +40.9% | +12.1% | +28.8% | +35.1% |
| YTD | +43.5% | +20.3% | +23.3% | +34.1% |
| 1Y | +49.9% | +41.0% | +8.9% | +32.5% |
| 3Y | +84.6% | +157.5% | -72.9% | +31.7% |
| 5Y | +151.6% | +123.2% | +28.5% | +86.6% |
| 10Y | +358.2% | +365.7% | -7.5% | +159.8% |
| All | +5,633.8% | +11,121.0% | -5,487.2% | +852.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling