+1,455.3%
XLK vs AMGN
+2,180.8%
-725.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.6% |
| 7D | -0.4% | -13.9% | +13.5% | +4.6% |
| 30D | -0.5% | -7.1% | +6.7% | +1.7% |
| 3M | +5.0% | +13.9% | -8.9% | -0.5% |
| 6M | +32.9% | +3.2% | +29.6% | +30.0% |
| YTD | +29.0% | +19.2% | +9.7% | +19.4% |
| 1Y | +37.8% | +41.1% | -3.3% | +19.5% |
| 3Y | +118.7% | +61.3% | +57.4% | +76.5% |
| 5Y | +145.6% | +109.1% | +36.5% | +78.2% |
| 10Y | +791.5% | +209.4% | +582.1% | +454.2% |
| All | +1,455.3% | +2,180.8% | -725.5% | +345.1% |
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