+195.5%
AMGN vs FLEX
+1,128.1%
-932.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.2% | -8.5% | -2.1% |
| 7D | -13.7% | +5.7% | -19.4% | -14.3% |
| 30D | -8.8% | -7.0% | -1.8% | -8.3% |
| 3M | +7.2% | -23.8% | +31.0% | +9.5% |
| 6M | +1.3% | +82.6% | -81.4% | -8.0% |
| YTD | +17.6% | +91.6% | -74.0% | +5.8% |
| 1Y | +37.2% | +100.6% | -63.4% | +22.1% |
| 3Y | +57.7% | +479.8% | -422.0% | +19.0% |
| 5Y | +106.3% | +746.5% | -640.2% | +45.0% |
| All | +195.5% | +1,128.1% | -932.6% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling