+28.4%
RTX vs AMGN
+57.8%
-29.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -5.2% | +1.1% | -6.3% | -5.3% |
| 30D | -9.4% | +7.8% | -17.2% | -10.5% |
| 3M | +12.3% | +27.3% | -15.0% | +8.0% |
| 6M | -3.1% | +16.8% | -20.0% | -6.6% |
| YTD | +10.7% | +36.3% | -25.6% | +7.1% |
| 1Y | +28.4% | +60.4% | -32.0% | +23.3% |
| All | +28.4% | +57.8% | -29.4% | +23.3% |
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