-64.9%
CIFR vs AMGN
+42.5%
-107.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.6% | +8.3% | +9.4% |
| 7D | +9.4% | -2.2% | +11.6% | +6.9% |
| 30D | -45.3% | +12.1% | -57.4% | -39.6% |
| 3M | -58.7% | +13.6% | -72.3% | -53.1% |
| 6M | -64.9% | +43.9% | -108.9% | -53.8% |
| All | -64.9% | +42.5% | -107.4% | -53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling