+212.8%
RDDT vs AMGN
+48.0%
+164.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.5% |
| 7D | +2.1% | -13.7% | +15.8% | +1.8% |
| 30D | +2.8% | -8.8% | +11.6% | +2.8% |
| 3M | -8.9% | +7.2% | -16.1% | -8.5% |
| 6M | +15.1% | +1.3% | +13.8% | +16.0% |
| YTD | -31.4% | +17.6% | -49.0% | -31.6% |
| 1Y | -39.4% | +37.2% | -76.6% | -40.8% |
| All | +212.8% | +48.0% | +164.8% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling