+60.4%
AMGN vs AXON
-28.9%
+89.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.5% |
| 7D | +1.1% | -14.2% | +15.3% | +1.2% |
| 30D | +7.8% | -15.4% | +23.2% | +7.9% |
| 3M | +27.3% | +0.5% | +26.8% | +27.6% |
| 6M | +16.8% | -9.5% | +26.3% | +16.4% |
| YTD | +36.3% | -9.2% | +45.5% | +37.1% |
| 1Y | +60.4% | -29.4% | +89.8% | +57.7% |
| All | +60.4% | -28.9% | +89.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling