+44.3%
AMGN vs AXON
-31.1%
+75.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.0% | -8.1% | -10.1% |
| 7D | -10.3% | -2.5% | -7.8% | -10.2% |
| 30D | -3.8% | -11.5% | +7.7% | -3.7% |
| 3M | +14.4% | +7.3% | +7.1% | +15.1% |
| 6M | +7.8% | -11.9% | +19.8% | +7.4% |
| YTD | +22.6% | -11.0% | +33.6% | +23.4% |
| All | +44.3% | -31.1% | +75.5% | +42.2% |
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