+65.8%
AMGN vs FLUT
-42.5%
+108.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.6% | -10.7% | -10.1% |
| 7D | -10.3% | +3.8% | -14.1% | -10.3% |
| 30D | -3.8% | +6.3% | -10.1% | -3.9% |
| 3M | +14.4% | -4.0% | +18.4% | +14.3% |
| 6M | +7.8% | -10.3% | +18.1% | +8.0% |
| YTD | +22.6% | -53.2% | +75.8% | +26.4% |
| 1Y | +44.2% | -65.0% | +109.3% | +51.2% |
| 3Y | +65.8% | -43.9% | +109.7% | +66.6% |
| All | +65.8% | -42.5% | +108.3% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling