+30.6%
ABBV vs AXON
-45.7%
+76.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | -0.1% |
| 7D | +2.2% | -19.7% | +21.9% | +2.5% |
| 30D | +8.0% | -25.7% | +33.7% | +8.5% |
| 3M | +19.1% | -48.8% | +67.9% | +20.4% |
| 6M | +43.5% | -22.0% | +65.5% | +44.8% |
| YTD | +32.7% | -45.9% | +78.6% | +34.9% |
| All | +30.6% | -45.7% | +76.3% | +32.3% |
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