+65.7%
AMGN vs XRT
+18.0%
+47.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +0.7% |
| 7D | +5.9% | +8.0% | -2.1% | +1.4% |
| 30D | +18.7% | +13.0% | +5.7% | +11.0% |
| 3M | +23.4% | +1.7% | +21.7% | +21.7% |
| 6M | +49.7% | +12.6% | +37.2% | +40.3% |
| YTD | +49.2% | +10.7% | +38.5% | +40.9% |
| 1Y | +65.7% | +18.4% | +47.3% | +49.8% |
| All | +65.7% | +18.0% | +47.8% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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