+216.6%
AMGN vs AXON
+1,811.1%
-1,594.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | -11.6% | -3.3% | -8.3% | -11.5% |
| 30D | -5.7% | -17.8% | +12.2% | -4.6% |
| 3M | +14.2% | +8.3% | +5.9% | +13.3% |
| 6M | +5.2% | -12.4% | +17.5% | +5.4% |
| YTD | +22.0% | -13.7% | +35.7% | +22.1% |
| 1Y | +43.6% | -33.1% | +76.7% | +45.9% |
| 3Y | +65.0% | +128.2% | -63.2% | +48.0% |
| 5Y | +112.0% | +170.5% | -58.4% | +84.0% |
| 10Y | +216.6% | +1,846.0% | -1,629.4% | +114.6% |
| All | +216.6% | +1,811.1% | -1,594.5% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling