+1,162.1%
AMAT vs AXON
+1,304.2%
-142.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -18.2% | +22.4% | +8.7% |
| 7D | -14.7% | -26.8% | +12.1% | -8.3% |
| 30D | -36.1% | -22.9% | -13.2% | -32.3% |
| 3M | -36.9% | -40.1% | +3.2% | -29.6% |
| 6M | -22.2% | -18.9% | -3.3% | -22.1% |
| YTD | +29.9% | -44.9% | +74.8% | +42.1% |
| 1Y | +43.3% | -46.7% | +90.0% | +58.1% |
| 3Y | +142.7% | +44.3% | +98.3% | +81.0% |
| 5Y | +126.2% | +71.4% | +54.8% | +51.5% |
| All | +1,162.1% | +1,304.2% | -142.1% | +474.2% |
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