+167.1%
RTX vs AMGN
+107.5%
+59.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.1% | +9.1% | +0.9% |
| 7D | -3.1% | -10.3% | +7.2% | -1.2% |
| 30D | -10.6% | -3.8% | -6.8% | -10.1% |
| 3M | +11.6% | +14.4% | -2.7% | +8.4% |
| 6M | -4.5% | +7.8% | -12.3% | -6.3% |
| YTD | +9.6% | +22.6% | -13.0% | +4.9% |
| 1Y | +30.8% | +44.2% | -13.4% | +21.0% |
| 3Y | +152.8% | +65.8% | +87.0% | +120.7% |
| 5Y | +167.1% | +108.0% | +59.1% | +116.8% |
| All | +167.1% | +107.5% | +59.6% | +116.8% |
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 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