+808.9%
AMGN vs FLR
+609.6%
+199.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.8% | -10.9% | -10.2% |
| 7D | -10.3% | +0.7% | -10.9% | -10.3% |
| 30D | -3.8% | -0.7% | -3.1% | -3.8% |
| 3M | +14.4% | +14.3% | 0.0% | +11.8% |
| 6M | +7.8% | +25.6% | -17.8% | +3.5% |
| YTD | +22.6% | +42.9% | -20.3% | +15.5% |
| 1Y | +44.2% | +38.7% | +5.5% | +36.1% |
| 3Y | +65.8% | +61.8% | +4.0% | +48.2% |
| 5Y | +108.0% | +254.1% | -146.1% | +61.9% |
| 10Y | +209.9% | +20.0% | +189.8% | +160.1% |
| All | +808.9% | +609.6% | +199.3% | +306.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling