-26.7%
RIOT vs AMGN
+103.1%
-129.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.0% |
| 7D | -1.5% | -13.7% | +12.2% | +3.6% |
| 30D | +5.7% | -8.8% | +14.5% | +8.5% |
| 3M | -17.9% | +7.2% | -25.1% | -21.5% |
| 6M | +45.0% | +1.3% | +43.7% | +41.8% |
| YTD | +69.5% | +17.6% | +51.8% | +55.5% |
| 1Y | +37.2% | +37.2% | 0.0% | +16.5% |
| 3Y | +111.7% | +57.7% | +54.0% | +59.8% |
| All | -26.7% | +103.1% | -129.8% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling