-40.2%
AMAT vs AXON
-38.0%
-2.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.8% | -3.8% | -12.9% |
| 7D | -24.3% | -12.7% | -11.6% | -23.8% |
| 30D | -39.8% | -8.6% | -31.2% | -39.1% |
| 3M | -40.2% | -37.2% | -2.9% | -40.0% |
| All | -40.2% | -38.0% | -2.2% | -40.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling