+3,847.4%
ANET vs AXON
+1,815.8%
+2,031.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -7.0% | +10.0% | +4.8% |
| 30D | -5.2% | -20.1% | +14.9% | -0.2% |
| 3M | +27.6% | +7.4% | +20.2% | +22.6% |
| 6M | +44.4% | -7.4% | +51.8% | +42.5% |
| YTD | +52.3% | -15.6% | +67.9% | +52.2% |
| 1Y | +30.4% | -36.2% | +66.6% | +40.0% |
| 3Y | +313.3% | +124.8% | +188.4% | +208.6% |
| 5Y | +810.0% | +166.6% | +643.4% | +516.3% |
| All | +3,847.4% | +1,815.8% | +2,031.6% | +1,553.4% |
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 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