+109.2%
AMGN vs FRSH
-72.6%
+181.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -13.9% | -11.2% | -2.7% | -13.6% |
| 30D | -7.1% | -0.8% | -6.3% | -7.1% |
| 3M | +13.9% | +26.4% | -12.5% | +13.1% |
| 6M | +3.2% | +48.4% | -45.1% | +1.8% |
| YTD | +19.2% | -3.1% | +22.3% | +19.4% |
| 1Y | +41.1% | -8.7% | +49.8% | +41.5% |
| 3Y | +61.3% | -45.8% | +107.1% | +62.8% |
| All | +109.2% | -72.6% | +181.7% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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