+65.8%
AMGN vs FLEX
+475.0%
-409.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.4% | -14.5% | -10.3% |
| 7D | -10.3% | +7.0% | -17.2% | -10.5% |
| 30D | -3.8% | -5.8% | +2.0% | -3.6% |
| 3M | +14.4% | -24.2% | +38.6% | +15.6% |
| 6M | +7.8% | +90.8% | -83.0% | +1.0% |
| YTD | +22.6% | +89.2% | -66.6% | +14.4% |
| 1Y | +44.2% | +104.7% | -60.5% | +32.9% |
| 3Y | +65.8% | +478.1% | -412.3% | +36.9% |
| All | +65.8% | +475.0% | -409.2% | +36.9% |
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