+325.7%
AMGN vs FLUT
-26.8%
+352.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +1.1% | -0.7% | +1.8% | +1.1% |
| 30D | +9.3% | +9.3% | 0.0% | +9.2% |
| 3M | +12.1% | -17.5% | +29.6% | +12.2% |
| 6M | +40.3% | -14.6% | +54.9% | +40.3% |
| YTD | +45.2% | -62.3% | +107.5% | +46.3% |
| 1Y | +42.4% | -59.6% | +102.1% | +43.4% |
| 3Y | +91.0% | -45.3% | +136.3% | +91.6% |
| 5Y | +157.4% | -50.4% | +207.8% | +157.8% |
| All | +325.7% | -26.8% | +352.5% | +353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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