+252.3%
AMGN vs XLRE
+107.7%
+144.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -13.9% | -2.7% | -11.2% | -12.7% |
| 30D | -7.1% | -2.3% | -4.8% | -6.1% |
| 3M | +13.9% | -3.5% | +17.4% | +15.9% |
| 6M | +3.2% | +1.9% | +1.4% | +2.3% |
| YTD | +19.2% | +8.3% | +10.9% | +14.6% |
| 1Y | +41.1% | +6.4% | +34.7% | +36.9% |
| 3Y | +61.3% | +30.2% | +31.1% | +41.7% |
| 5Y | +109.1% | +8.6% | +100.4% | +96.7% |
| 10Y | +209.4% | +87.4% | +122.1% | +119.3% |
| All | +252.3% | +107.7% | +144.5% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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