+106.6%
RIOT vs AMGN
+62.1%
+44.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.2% | -2.8% | -4.5% |
| 7D | -0.9% | -13.9% | +13.0% | +2.8% |
| 30D | +3.5% | -7.1% | +10.7% | +5.0% |
| 3M | -13.0% | +13.9% | -26.9% | -17.8% |
| 6M | +43.1% | +3.2% | +39.9% | +39.6% |
| YTD | +65.4% | +19.2% | +46.1% | +54.4% |
| 1Y | +27.7% | +41.1% | -13.4% | +11.8% |
| All | +106.6% | +62.1% | +44.6% | +52.9% |
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