+79.2%
CIFR vs AMGN
+127.6%
-48.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | +16.9% | +1.1% | +15.8% | +16.5% |
| 30D | -5.2% | +7.8% | -13.0% | -7.7% |
| 3M | -30.6% | +27.3% | -57.8% | -37.0% |
| 6M | +10.6% | +16.8% | -6.2% | +3.8% |
| YTD | +20.2% | +36.3% | -16.1% | +5.6% |
| 1Y | +139.7% | +60.4% | +79.3% | +95.5% |
| 3Y | +489.4% | +86.3% | +403.0% | +352.6% |
| 5Y | +54.4% | +125.7% | -71.3% | +10.7% |
| All | +79.2% | +127.6% | -48.4% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling