+2,664.2%
AVGO vs AXON
+1,854.8%
+809.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.2% |
| 7D | -3.0% | -14.2% | +11.2% | +0.4% |
| 30D | -14.4% | -15.4% | +1.0% | -11.9% |
| 3M | -14.4% | +0.5% | -14.9% | -16.3% |
| 6M | +13.1% | -9.5% | +22.6% | +12.0% |
| YTD | +3.8% | -9.2% | +13.0% | +1.6% |
| 1Y | +17.8% | -29.4% | +47.2% | +22.6% |
| 3Y | +325.3% | +139.4% | +185.8% | +211.3% |
| 5Y | +689.9% | +178.9% | +511.0% | +428.8% |
| All | +2,664.2% | +1,854.8% | +809.5% | +1,224.2% |
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