+9.1%
XLF vs AMGN
+57.8%
-48.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +0.2% | +7.8% | -7.7% | -0.7% |
| 3M | +11.7% | +27.3% | -15.5% | +8.5% |
| 6M | +13.8% | +16.8% | -3.0% | +11.4% |
| YTD | +7.0% | +36.3% | -29.3% | +3.2% |
| 1Y | +9.1% | +60.4% | -51.3% | +4.4% |
| All | +9.1% | +57.8% | -48.7% | +4.4% |
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 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