+195.5%
AMGN vs FLR
+19.7%
+175.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.4% |
| 7D | -13.7% | -3.5% | -10.2% | -13.5% |
| 30D | -8.8% | +4.2% | -13.0% | -9.0% |
| 3M | +7.2% | +8.1% | -0.9% | +6.5% |
| 6M | +1.3% | +21.5% | -20.3% | -0.3% |
| YTD | +17.6% | +36.8% | -19.1% | +14.9% |
| 1Y | +37.2% | +31.2% | +6.0% | +34.2% |
| 3Y | +57.7% | +53.9% | +3.9% | +50.6% |
| 5Y | +106.3% | +243.0% | -136.8% | +86.2% |
| All | +195.5% | +19.7% | +175.8% | +203.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling