+65.7%
AMGN vs XEL
+1.7%
+64.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.0% |
| 7D | +5.9% | +4.3% | +1.6% | +4.5% |
| 30D | +18.7% | +12.6% | +6.1% | +14.6% |
| 3M | +23.4% | +4.4% | +19.0% | +21.8% |
| 6M | +49.7% | +0.7% | +49.0% | +49.5% |
| YTD | +49.2% | +11.5% | +37.7% | +45.9% |
| 1Y | +65.7% | +1.7% | +64.0% | +74.3% |
| All | +65.7% | +1.7% | +64.0% | +74.3% |
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