-66.6%
RBLX vs AMGN
+57.8%
-124.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.3% |
| 7D | +12.4% | +1.1% | +11.3% | +12.4% |
| 30D | +19.7% | +7.8% | +11.8% | +19.8% |
| 3M | -0.1% | +27.3% | -27.3% | +0.5% |
| 6M | -35.7% | +16.8% | -52.6% | -35.4% |
| YTD | -46.6% | +36.3% | -82.9% | -44.8% |
| 1Y | -66.6% | +60.4% | -127.1% | -64.2% |
| All | -66.6% | +57.8% | -124.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling