+199.6%
AMGN vs XRT
+125.1%
+74.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | -13.9% | -3.6% | -10.3% | -12.9% |
| 30D | -7.1% | -6.7% | -0.4% | -5.2% |
| 3M | +13.9% | -1.4% | +15.3% | +14.4% |
| 6M | +3.2% | +1.7% | +1.5% | +2.7% |
| YTD | +19.2% | -1.5% | +20.7% | +19.7% |
| 1Y | +41.1% | -2.5% | +43.6% | +41.9% |
| 3Y | +61.3% | +39.9% | +21.4% | +45.9% |
| 5Y | +109.1% | -2.6% | +111.7% | +104.6% |
| All | +199.6% | +125.1% | +74.5% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling