+112.0%
AMGN vs XRT
-2.4%
+114.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | -11.6% | -2.4% | -9.2% | -11.1% |
| 30D | -5.7% | -6.9% | +1.3% | -4.0% |
| 3M | +14.2% | -0.4% | +14.6% | +14.4% |
| 6M | +5.2% | +2.2% | +3.0% | +4.7% |
| YTD | +22.0% | -0.7% | +22.7% | +22.2% |
| 1Y | +43.6% | -2.0% | +45.6% | +44.1% |
| 3Y | +65.0% | +41.0% | +24.0% | +53.9% |
| 5Y | +112.0% | -3.3% | +115.3% | +103.6% |
| All | +112.0% | -2.4% | +114.4% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling