+232.9%
ABT vs AXON
+1,278.1%
-1,045.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +0.9% |
| 7D | +0.3% | -28.7% | +29.1% | +3.8% |
| 30D | +11.6% | -28.3% | +39.9% | +15.4% |
| 3M | +3.1% | -46.9% | +50.0% | +9.8% |
| 6M | +32.8% | -24.9% | +57.7% | +35.1% |
| YTD | -9.6% | -46.6% | +37.0% | -5.3% |
| 1Y | -10.4% | -49.7% | +39.3% | -5.5% |
| 3Y | +25.8% | +40.6% | -14.7% | +12.4% |
| 5Y | -3.4% | +71.9% | -75.3% | -18.8% |
| 10Y | +232.9% | +1,180.9% | -948.0% | +122.2% |
| All | +232.9% | +1,278.1% | -1,045.2% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling