+1,810.6%
AXTI vs AMGN
+39.2%
+1,771.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | -0.1% |
| 7D | +5.1% | -13.7% | +18.8% | +3.1% |
| 30D | -17.5% | -8.8% | -8.7% | -19.2% |
| 3M | -26.7% | +7.2% | -33.9% | -31.0% |
| 6M | +36.8% | +1.3% | +35.5% | +33.4% |
| YTD | +296.1% | +17.6% | +278.5% | +259.6% |
| 1Y | +1,810.6% | +37.2% | +1,773.5% | +1,479.1% |
| All | +1,810.6% | +39.2% | +1,771.4% | +1,479.1% |
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