-27.8%
CIFR vs AMGN
+143.1%
-170.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +28.8% | +1.5% | +27.4% | +28.4% |
| 30D | -36.9% | +13.1% | -50.1% | -39.1% |
| 3M | -60.0% | +12.9% | -72.9% | -61.6% |
| 6M | -64.4% | +40.8% | -105.1% | -68.8% |
| YTD | -51.6% | +45.6% | -97.2% | -58.4% |
| 1Y | -58.9% | +42.7% | -101.6% | -64.4% |
| 3Y | +139.9% | +91.2% | +48.8% | +82.0% |
| 5Y | -15.1% | +158.1% | -173.2% | -40.8% |
| All | -27.8% | +143.1% | -170.9% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling