+170.1%
AMAT vs AXON
+44.5%
+125.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.3% | +1.8% | +5.6% |
| 7D | +7.0% | -25.6% | +32.6% | +10.1% |
| 30D | -20.6% | -23.9% | +3.3% | -18.4% |
| 3M | -24.8% | -50.4% | +25.7% | -19.5% |
| 6M | -10.7% | -20.0% | +9.3% | -10.8% |
| YTD | +54.3% | -44.5% | +98.7% | +61.4% |
| 1Y | +73.7% | -44.9% | +118.6% | +81.9% |
| All | +170.1% | +44.5% | +125.6% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling