+42.7%
AMGN vs FLEX
+25.7%
+17.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | +1.5% | +17.1% | -15.6% | +1.7% |
| 30D | +13.1% | -29.5% | +42.7% | +12.4% |
| 3M | +12.9% | -37.3% | +50.1% | +12.1% |
| 6M | +40.8% | -44.1% | +84.8% | +39.6% |
| YTD | +45.6% | +29.3% | +16.3% | +42.8% |
| 1Y | +42.7% | +24.2% | +18.6% | +39.5% |
| All | +42.7% | +25.7% | +17.0% | +39.5% |
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