+576.0%
RKLB vs AMGN
+111.1%
+464.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -10.1% | +12.6% | +4.1% |
| 7D | +5.3% | -10.3% | +15.6% | +7.0% |
| 30D | -20.5% | -3.8% | -16.7% | -20.3% |
| 3M | -42.0% | +14.4% | -56.4% | -43.7% |
| 6M | -6.0% | +7.8% | -13.9% | -7.9% |
| YTD | -5.6% | +22.6% | -28.2% | -9.4% |
| 1Y | +38.0% | +44.2% | -6.2% | +28.6% |
| 3Y | +962.4% | +65.8% | +896.6% | +852.7% |
| 5Y | +336.5% | +108.0% | +228.5% | +289.0% |
| All | +576.0% | +111.1% | +464.9% | +493.8% |
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