+179.2%
XLE vs AMGN
+319.8%
-140.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +5.4% | +1.1% | +4.3% | +5.1% |
| 30D | -3.9% | +9.3% | -13.2% | -6.5% |
| 3M | +7.0% | +12.1% | -5.1% | +2.8% |
| 6M | +14.2% | +40.3% | -26.1% | +1.9% |
| YTD | +48.2% | +45.2% | +3.0% | +29.6% |
| 1Y | +47.7% | +42.4% | +5.2% | +29.9% |
| 3Y | +70.0% | +91.0% | -21.0% | +31.0% |
| 5Y | +169.1% | +157.4% | +11.8% | +78.5% |
| All | +179.2% | +319.8% | -140.6% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling