+14,445.3%
AMGN vs FLEX
+5,119.6%
+9,325.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.3% |
| 7D | +1.1% | +7.5% | -6.3% | 0.0% |
| 30D | +9.3% | -25.3% | +34.6% | +12.9% |
| 3M | +12.1% | -39.7% | +51.8% | +18.6% |
| 6M | +40.3% | -47.9% | +88.1% | +49.9% |
| YTD | +45.2% | +24.1% | +21.1% | +34.4% |
| 1Y | +42.4% | +26.0% | +16.5% | +31.2% |
| 3Y | +91.0% | +282.7% | -191.7% | +45.8% |
| 5Y | +157.4% | +424.2% | -266.9% | +84.2% |
| 10Y | +321.0% | +613.8% | -292.8% | +169.1% |
| All | +14,445.3% | +5,119.6% | +9,325.7% | +6,487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling