+60.4%
AMGN vs XEL
+7.2%
+53.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.4% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | +7.8% | -1.9% | +9.8% | +8.3% |
| 3M | +27.3% | -1.9% | +29.2% | +28.0% |
| 6M | +16.8% | -7.4% | +24.3% | +18.4% |
| YTD | +36.3% | +4.1% | +32.3% | +38.1% |
| 1Y | +60.4% | +8.0% | +52.4% | +68.3% |
| All | +60.4% | +7.2% | +53.2% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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