-34.5%
RBLX vs AMGN
+93.3%
-127.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +5.1% | -13.7% | +18.8% | +5.9% |
| 30D | +28.0% | -8.8% | +36.8% | +28.5% |
| 3M | +4.6% | +7.2% | -2.6% | +3.7% |
| 6M | -24.7% | +1.3% | -25.9% | -24.9% |
| YTD | -43.8% | +17.6% | -61.5% | -44.7% |
| 1Y | -65.8% | +37.2% | -102.9% | -66.8% |
| 3Y | +59.4% | +57.7% | +1.6% | +47.9% |
| 5Y | -48.2% | +106.3% | -154.5% | -51.6% |
| All | -34.5% | +93.3% | -127.8% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling