-4.2%
ABT vs AXON
+71.5%
-75.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -18.2% | +15.0% | -1.6% |
| 7D | +3.5% | -26.8% | +30.3% | +6.3% |
| 30D | +12.0% | -22.9% | +34.9% | +14.5% |
| 3M | +2.5% | -40.1% | +42.5% | +6.8% |
| 6M | +29.1% | -18.9% | +48.0% | +29.9% |
| YTD | -10.1% | -44.9% | +34.8% | -6.7% |
| 1Y | -9.8% | -46.7% | +36.9% | -6.2% |
| 3Y | +23.3% | +44.3% | -21.1% | +6.8% |
| All | -4.2% | +71.5% | -75.7% | -27.1% |
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