+42.1%
AMGN vs AXON
-45.9%
+88.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.6% | +0.4% |
| 7D | -2.2% | -25.6% | +23.5% | -1.0% |
| 30D | +12.1% | -23.9% | +36.0% | +13.3% |
| 3M | +13.6% | -50.4% | +64.1% | +16.1% |
| 6M | +43.9% | -20.0% | +64.0% | +47.3% |
| YTD | +45.9% | -44.5% | +90.4% | +51.6% |
| 1Y | +42.1% | -44.9% | +87.0% | +47.8% |
| All | +42.1% | -45.9% | +88.1% | +47.8% |
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