+998.7%
XLE vs AMGN
+2,674.4%
-1,675.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | +0.9% | -7.6% | -7.0% |
| 30D | -4.4% | +12.1% | -16.5% | -7.3% |
| 3M | +4.0% | +12.2% | -8.2% | +0.4% |
| 6M | +13.2% | +42.1% | -29.0% | +2.5% |
| YTD | +41.9% | +45.0% | -3.1% | +27.2% |
| 1Y | +41.6% | +47.7% | -6.1% | +26.2% |
| 3Y | +64.0% | +90.4% | -26.4% | +34.6% |
| 5Y | +158.1% | +154.9% | +3.2% | +93.8% |
| 10Y | +163.9% | +313.6% | -149.6% | +73.6% |
| All | +998.7% | +2,674.4% | -1,675.6% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling