+199.6%
AMGN vs FLUT
-11.0%
+210.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -13.9% | -3.6% | -10.3% | -13.9% |
| 30D | -7.1% | -0.3% | -6.8% | -7.2% |
| 3M | +13.9% | -12.6% | +26.5% | +14.0% |
| 6M | +3.2% | -8.0% | +11.2% | +3.2% |
| YTD | +19.2% | -54.1% | +73.4% | +20.0% |
| 1Y | +41.1% | -66.1% | +107.3% | +42.6% |
| 3Y | +61.3% | -45.0% | +106.3% | +61.7% |
| 5Y | +109.1% | -51.2% | +160.3% | +107.9% |
| All | +199.6% | -11.0% | +210.6% | +216.9% |
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