+92.0%
AMGN vs FLEX
+301.8%
-209.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.5% |
| 7D | -2.2% | +2.2% | -4.4% | -2.3% |
| 30D | +12.1% | -32.6% | +44.7% | +13.3% |
| 3M | +13.6% | -35.5% | +49.1% | +15.0% |
| 6M | +43.9% | -45.6% | +89.5% | +46.3% |
| YTD | +45.9% | +30.7% | +15.2% | +37.6% |
| 1Y | +42.1% | +28.4% | +13.8% | +33.9% |
| All | +92.0% | +301.8% | -209.8% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling