+973.9%
AMGN vs XRT
+539.9%
+434.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | +9.3% | +7.5% | +1.8% | +6.5% |
| 3M | +12.1% | +2.2% | +9.9% | +11.3% |
| 6M | +40.3% | +14.7% | +25.6% | +33.6% |
| YTD | +45.2% | +7.5% | +37.7% | +41.3% |
| 1Y | +42.4% | +14.1% | +28.3% | +35.7% |
| 3Y | +91.0% | +58.8% | +32.3% | +60.3% |
| 5Y | +157.4% | -3.9% | +161.3% | +150.4% |
| 10Y | +321.0% | +137.7% | +183.3% | +164.1% |
| All | +973.9% | +539.9% | +434.0% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling