-30.7%
CIFR vs AMGN
+142.4%
-173.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | -31.0% | +9.3% | -40.3% | -32.7% |
| 3M | -58.7% | +12.1% | -70.8% | -60.4% |
| 6M | -67.7% | +40.3% | -108.0% | -71.7% |
| YTD | -53.5% | +45.2% | -98.7% | -60.1% |
| 1Y | -54.1% | +42.4% | -96.5% | -60.3% |
| 3Y | +138.2% | +91.0% | +47.2% | +80.6% |
| 5Y | -18.5% | +157.4% | -175.9% | -43.1% |
| All | -30.7% | +142.4% | -173.1% | -52.1% |
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