-20.3%
RIOT vs AMGN
+64.6%
-84.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.7% | +5.9% | +9.3% |
| 7D | +6.4% | +5.9% | +0.5% | +5.8% |
| 30D | -20.4% | +18.7% | -39.2% | -21.7% |
| 3M | -28.7% | +23.4% | -52.1% | -30.9% |
| 6M | -17.7% | +49.7% | -67.5% | -24.1% |
| YTD | +21.3% | +49.2% | -27.9% | +18.7% |
| 1Y | -20.3% | +65.7% | -86.0% | -22.6% |
| All | -20.3% | +64.6% | -84.9% | -22.6% |
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