+60.4%
AMGN vs FLEX
+102.8%
-42.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | +7.8% | -10.1% | +18.0% | +7.9% |
| 3M | +27.3% | -31.3% | +58.6% | +27.7% |
| 6M | +16.8% | +71.3% | -54.4% | +13.5% |
| YTD | +36.3% | +81.2% | -44.9% | +31.2% |
| 1Y | +60.4% | +98.5% | -38.1% | +48.3% |
| All | +60.4% | +102.8% | -42.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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