+67.7%
ASML vs AXON
+105.6%
-37.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.8% | +0.5% | -7.1% |
| 7D | -19.0% | -12.7% | -6.4% | -16.5% |
| 30D | -25.9% | -8.6% | -17.3% | -24.4% |
| 3M | -19.1% | -37.2% | +18.2% | -11.3% |
| 6M | -5.7% | +0.5% | -6.2% | -10.0% |
| YTD | +27.6% | -32.6% | +60.2% | +33.5% |
| 1Y | +30.8% | -40.2% | +71.0% | +41.4% |
| 3Y | +116.2% | +76.1% | +40.1% | +39.7% |
| 5Y | +67.7% | +109.5% | -41.8% | -13.0% |
| All | +67.7% | +105.6% | -37.9% | -13.0% |
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 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