+58.1%
XLE vs AMGN
+86.0%
-28.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | -1.2% | -10.8% | -11.9% |
| 30D | -2.7% | +11.5% | -14.2% | -3.7% |
| 3M | +6.6% | +14.4% | -7.8% | +5.1% |
| 6M | +9.5% | +40.9% | -31.4% | +4.9% |
| YTD | +40.6% | +43.5% | -3.0% | +33.6% |
| 1Y | +43.6% | +49.9% | -6.3% | +35.3% |
| 3Y | +58.1% | +84.6% | -26.5% | +42.6% |
| All | +58.1% | +86.0% | -28.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling