+5,693.7%
AMGN vs RY
+11,191.3%
-5,497.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +0.9% | -0.6% | +1.4% | +1.1% |
| 30D | +12.1% | +6.1% | +6.0% | +9.9% |
| 3M | +12.2% | -3.4% | +15.5% | +13.4% |
| 6M | +42.1% | +12.8% | +29.4% | +36.0% |
| YTD | +45.0% | +21.0% | +24.0% | +35.2% |
| 1Y | +47.7% | +40.5% | +7.3% | +30.7% |
| 3Y | +90.4% | +159.9% | -69.5% | +35.4% |
| 5Y | +154.9% | +125.0% | +30.0% | +88.5% |
| 10Y | +313.6% | +350.6% | -37.0% | +137.0% |
| All | +5,693.7% | +11,191.3% | -5,497.6% | +860.4% |
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