+15.6%
XLE vs AMGN
+16.6%
-1.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.1% |
| 7D | +2.2% | +1.1% | +1.1% | +2.4% |
| 30D | +11.8% | +7.8% | +3.9% | +13.1% |
| 3M | +9.8% | +27.3% | -17.4% | +14.3% |
| 6M | +15.6% | +16.8% | -1.3% | +18.1% |
| All | +15.6% | +16.6% | -1.0% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling