-5.9%
ABT vs AXON
-40.7%
+34.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.5% |
| 7D | +12.5% | +0.2% | +12.3% | +12.5% |
| 30D | +16.1% | +3.0% | +13.1% | +15.8% |
| 3M | +10.2% | -30.1% | +40.3% | +12.6% |
| 6M | +33.7% | +7.7% | +26.0% | +31.5% |
| YTD | -5.5% | -25.3% | +19.8% | -5.7% |
| 1Y | -5.9% | -39.9% | +34.0% | -4.4% |
| All | -5.9% | -40.7% | +34.8% | -4.4% |
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