-9.9%
ABT vs AXON
+177.9%
-187.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.4% |
| 7D | -3.1% | -2.5% | -0.6% | -2.9% |
| 30D | -2.1% | -11.5% | +9.4% | -1.2% |
| 3M | +17.4% | +7.3% | +10.1% | +15.8% |
| 6M | -2.4% | -11.9% | +9.6% | -2.5% |
| YTD | -14.2% | -11.0% | -3.2% | -14.6% |
| 1Y | -18.3% | -31.8% | +13.4% | -16.8% |
| 3Y | +11.5% | +135.4% | -123.9% | -7.2% |
| 5Y | -9.9% | +176.9% | -186.7% | -33.4% |
| All | -9.9% | +177.9% | -187.8% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling