+84.6%
AMGN vs AXON
+42.7%
+42.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -18.2% | +18.2% | +0.2% |
| 7D | -1.2% | -26.8% | +25.6% | -0.9% |
| 30D | +11.5% | -22.9% | +34.4% | +11.7% |
| 3M | +14.4% | -40.1% | +54.5% | +14.8% |
| 6M | +40.9% | -18.9% | +59.8% | +42.3% |
| YTD | +43.5% | -44.9% | +88.4% | +44.4% |
| 1Y | +49.9% | -46.7% | +96.6% | +50.7% |
| 3Y | +84.6% | +44.3% | +40.3% | +70.6% |
| All | +84.6% | +42.7% | +42.0% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling