+65.8%
AMGN vs XRT
+42.5%
+23.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.2% | -7.9% | -9.3% |
| 7D | -10.3% | -0.3% | -10.0% | -10.1% |
| 30D | -3.8% | -5.6% | +1.9% | -1.6% |
| 3M | +14.4% | +2.5% | +11.8% | +13.4% |
| 6M | +7.8% | +3.7% | +4.2% | +6.4% |
| YTD | +22.6% | +1.0% | +21.6% | +22.0% |
| 1Y | +44.2% | -1.2% | +45.4% | +44.3% |
| 3Y | +65.8% | +43.4% | +22.4% | +44.6% |
| All | +65.8% | +42.5% | +23.3% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling