-45.7%
RDDT vs AMGN
+64.6%
-110.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.7% | +2.2% | +6.8% |
| 7D | -24.4% | +5.9% | -30.3% | -23.4% |
| 30D | -32.3% | +18.7% | -51.0% | -29.7% |
| 3M | -36.3% | +23.4% | -59.7% | -32.5% |
| 6M | -39.7% | +49.7% | -89.5% | -32.5% |
| YTD | -55.7% | +49.2% | -104.9% | -51.4% |
| 1Y | -45.7% | +65.7% | -111.5% | -45.0% |
| All | -45.7% | +64.6% | -110.4% | -45.0% |
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