+148.7%
XLK vs AMGN
+103.1%
+45.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.6% |
| 7D | +0.2% | -13.7% | +13.9% | +2.8% |
| 30D | -0.6% | -8.8% | +8.2% | +0.8% |
| 3M | +2.6% | +7.2% | -4.6% | +0.5% |
| 6M | +34.0% | +1.3% | +32.7% | +32.8% |
| YTD | +30.7% | +17.6% | +13.0% | +24.9% |
| 1Y | +39.2% | +37.2% | +2.0% | +27.8% |
| 3Y | +120.4% | +57.7% | +62.7% | +90.2% |
| All | +148.7% | +103.1% | +45.6% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling