+1,400.5%
AMGN vs FLUT
+2,054.3%
-653.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | +1.1% | -1.6% | +2.8% | +1.1% |
| 30D | +7.8% | +7.7% | +0.1% | +7.7% |
| 3M | +27.3% | -0.7% | +28.0% | +27.2% |
| 6M | +16.8% | -11.2% | +28.0% | +16.9% |
| YTD | +36.3% | -53.4% | +89.8% | +37.9% |
| 1Y | +60.4% | -65.8% | +126.2% | +63.1% |
| 3Y | +86.3% | -44.9% | +131.3% | +87.3% |
| 5Y | +125.7% | -49.7% | +175.4% | +126.3% |
| 10Y | +247.0% | -9.7% | +256.7% | +244.4% |
| All | +1,400.5% | +2,054.3% | -653.8% | +1,304.8% |
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