+112.0%
AMGN vs FLUT
-48.5%
+160.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -11.6% | -2.6% | -9.0% | -11.6% |
| 30D | -5.7% | +5.4% | -11.0% | -5.9% |
| 3M | +14.2% | -10.8% | +25.0% | +14.5% |
| 6M | +5.2% | -9.2% | +14.4% | +5.3% |
| YTD | +22.0% | -53.8% | +75.8% | +25.6% |
| 1Y | +43.6% | -66.0% | +109.6% | +49.9% |
| 3Y | +65.0% | -44.7% | +109.7% | +66.3% |
| 5Y | +112.0% | -50.6% | +162.6% | +112.2% |
| All | +112.0% | -48.5% | +160.5% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling