+234.1%
ABT vs AXON
+1,058.0%
-823.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.9% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +6.0% | -22.8% | +28.8% | +8.8% |
| 3M | -1.9% | -48.8% | +46.9% | +4.9% |
| 6M | +31.2% | -16.3% | +47.5% | +31.8% |
| YTD | -11.2% | -44.5% | +33.2% | -7.4% |
| 1Y | -14.0% | -43.4% | +29.4% | -10.5% |
| 3Y | +20.7% | +44.3% | -23.6% | +7.4% |
| 5Y | -6.7% | +85.1% | -91.8% | -22.3% |
| All | +234.1% | +1,058.0% | -823.9% | +119.3% |
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 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