-28.2%
CIFR vs AMGN
+143.6%
-171.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.6% | +8.3% | +8.7% |
| 7D | +9.4% | -2.2% | +11.6% | +10.1% |
| 30D | -45.3% | +12.1% | -57.4% | -47.0% |
| 3M | -58.7% | +13.6% | -72.3% | -60.5% |
| 6M | -64.9% | +43.9% | -108.9% | -69.6% |
| YTD | -51.8% | +45.9% | -97.8% | -58.7% |
| 1Y | -61.9% | +42.1% | -104.1% | -67.0% |
| 3Y | +138.6% | +91.6% | +47.0% | +80.8% |
| 5Y | -13.0% | +158.5% | -171.5% | -39.3% |
| All | -28.2% | +143.6% | -171.8% | -50.4% |
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