+1,024.7%
XLE vs AMGN
+2,507.4%
-1,482.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +11.8% | +7.8% | +3.9% | +9.6% |
| 3M | +9.8% | +27.3% | -17.4% | +2.9% |
| 6M | +15.6% | +16.8% | -1.3% | +10.4% |
| YTD | +45.3% | +36.3% | +8.9% | +32.9% |
| 1Y | +48.3% | +60.4% | -12.1% | +29.6% |
| 3Y | +55.4% | +86.3% | -30.9% | +28.6% |
| 5Y | +216.1% | +125.7% | +90.4% | +146.1% |
| 10Y | +178.4% | +247.0% | -68.6% | +91.7% |
| All | +1,024.7% | +2,507.4% | -1,482.6% | +444.8% |
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