+65.7%
AMGN vs FLR
+2.5%
+63.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | +5.9% | +1.4% | +4.5% | +5.8% |
| 30D | +18.7% | -5.9% | +24.7% | +19.0% |
| 3M | +23.4% | -7.6% | +31.0% | +23.6% |
| 6M | +49.7% | -9.3% | +59.0% | +49.8% |
| YTD | +49.2% | +20.1% | +29.0% | +42.3% |
| 1Y | +65.7% | +3.0% | +62.7% | +65.1% |
| All | +65.7% | +2.5% | +63.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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