+52.5%
XLE vs AMGN
+44.6%
+7.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.1% | +11.2% | +0.6% |
| 7D | 0.0% | -10.3% | +10.3% | -0.5% |
| 30D | +12.6% | -3.8% | +16.4% | +12.4% |
| 3M | +11.8% | +14.4% | -2.5% | +12.6% |
| 6M | +16.1% | +7.8% | +8.2% | +17.0% |
| YTD | +46.9% | +22.6% | +24.3% | +48.3% |
| All | +52.5% | +44.6% | +7.9% | +56.2% |
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