+456.7%
AXTI vs AMGN
+64.6%
+392.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.7% | -11.1% | -6.0% |
| 7D | -26.2% | +5.9% | -32.1% | -24.5% |
| 30D | -45.1% | +18.7% | -63.9% | -41.9% |
| 3M | -27.2% | +23.4% | -50.6% | -23.8% |
| 6M | -55.2% | +49.7% | -104.9% | -56.3% |
| YTD | +190.8% | +49.2% | +141.6% | +191.5% |
| 1Y | +456.7% | +65.7% | +390.9% | +428.1% |
| All | +456.7% | +64.6% | +392.0% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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