+41.1%
AMGN vs XRT
-2.3%
+43.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.8% |
| 7D | -13.9% | -3.6% | -10.3% | -12.2% |
| 30D | -7.1% | -6.7% | -0.4% | -3.9% |
| 3M | +13.9% | -1.4% | +15.3% | +14.9% |
| 6M | +3.2% | +1.7% | +1.5% | +2.5% |
| YTD | +19.2% | -1.5% | +20.7% | +20.3% |
| 1Y | +41.1% | -2.5% | +43.6% | +41.6% |
| All | +41.1% | -2.3% | +43.5% | +41.6% |
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