+181.3%
XLE vs AMGN
+210.7%
-29.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +0.3% | -11.6% | +12.0% | +3.8% |
| 30D | +8.5% | -5.7% | +14.2% | +10.0% |
| 3M | +14.6% | +14.2% | +0.4% | +9.2% |
| 6M | +17.6% | +5.2% | +12.4% | +14.7% |
| YTD | +48.1% | +22.0% | +26.1% | +37.0% |
| 1Y | +53.8% | +43.6% | +10.2% | +33.9% |
| 3Y | +56.2% | +65.0% | -8.8% | +26.0% |
| 5Y | +227.7% | +112.0% | +115.7% | +133.6% |
| 10Y | +181.3% | +216.6% | -35.2% | +73.9% |
| All | +181.3% | +210.7% | -29.4% | +73.9% |
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