+208.0%
RDDT vs AMGN
+50.0%
+158.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.0% |
| 7D | -0.4% | -13.9% | +13.5% | -0.7% |
| 30D | -0.5% | -7.1% | +6.6% | -0.5% |
| 3M | -9.8% | +13.9% | -23.7% | -9.4% |
| 6M | +15.8% | +3.2% | +12.6% | +16.8% |
| YTD | -32.4% | +19.2% | -51.7% | -32.7% |
| 1Y | -40.0% | +41.1% | -81.2% | -41.5% |
| All | +208.0% | +50.0% | +158.0% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling