+415.1%
XLF vs AMGN
+2,244.6%
-1,829.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.1% | +8.7% | +1.9% |
| 7D | +0.2% | -10.3% | +10.4% | +3.5% |
| 30D | -0.5% | -3.8% | +3.2% | +0.5% |
| 3M | +10.6% | +14.4% | -3.7% | +5.4% |
| 6M | +14.3% | +7.8% | +6.5% | +10.8% |
| YTD | +5.5% | +22.6% | -17.1% | -2.3% |
| 1Y | +9.6% | +44.2% | -34.7% | -4.2% |
| 3Y | +75.2% | +65.8% | +9.4% | +43.3% |
| 5Y | +65.5% | +108.0% | -42.4% | +24.3% |
| 10Y | +246.4% | +209.9% | +36.6% | +124.0% |
| All | +415.1% | +2,244.6% | -1,829.6% | +72.7% |
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