+49.9%
XLE vs AMGN
+64.6%
-14.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.7% | -8.5% | -4.3% |
| 7D | -7.2% | +5.9% | -13.1% | -6.6% |
| 30D | +0.1% | +18.7% | -18.6% | +1.7% |
| 3M | +9.2% | +23.4% | -14.2% | +11.3% |
| 6M | +8.4% | +49.7% | -41.4% | +11.1% |
| YTD | +44.9% | +49.2% | -4.3% | +48.7% |
| 1Y | +49.9% | +65.7% | -15.9% | +52.2% |
| All | +49.9% | +64.6% | -14.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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