+548.6%
AXTI vs AMGN
+3,697.5%
-3,149.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +21.0% | -11.6% | +32.6% | +25.1% |
| 30D | -6.6% | -5.7% | -1.0% | -5.8% |
| 3M | -12.1% | +14.2% | -26.3% | -17.7% |
| 6M | +78.7% | +5.2% | +73.5% | +71.6% |
| YTD | +321.5% | +22.0% | +299.5% | +285.9% |
| 1Y | +2,166.8% | +43.6% | +2,123.1% | +1,862.0% |
| 3Y | +2,807.6% | +65.0% | +2,742.6% | +2,294.5% |
| 5Y | +651.5% | +112.0% | +539.4% | +460.7% |
| 10Y | +1,560.5% | +216.6% | +1,343.9% | +971.3% |
| All | +548.6% | +3,697.5% | -3,149.0% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling