+1,496.6%
AMGN vs FLUT
+1,675.5%
-179.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.9% | -1.5% | +2.3% | +0.9% |
| 30D | +12.1% | +3.4% | +8.7% | +12.1% |
| 3M | +12.2% | -12.5% | +24.6% | +12.3% |
| 6M | +42.1% | -18.5% | +60.6% | +42.4% |
| YTD | +45.0% | -61.6% | +106.7% | +47.1% |
| 1Y | +47.7% | -64.1% | +111.8% | +49.9% |
| 3Y | +90.4% | -44.5% | +134.9% | +91.4% |
| 5Y | +154.9% | -51.3% | +206.2% | +155.9% |
| 10Y | +313.6% | -25.6% | +339.2% | +311.5% |
| All | +1,496.6% | +1,675.5% | -179.0% | +1,398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling