+2,798.6%
AVGO vs AXON
+1,027.4%
+1,771.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.2% | +6.2% |
| 7D | +25.0% | -19.7% | +44.7% | +30.8% |
| 30D | +2.0% | -25.7% | +27.7% | +8.8% |
| 3M | -12.3% | -48.8% | +36.5% | +1.6% |
| 6M | -12.8% | -22.0% | +9.2% | -11.2% |
| YTD | +5.9% | -45.9% | +51.8% | +16.2% |
| 1Y | +3.3% | -46.1% | +49.4% | +13.6% |
| 3Y | +293.1% | +40.9% | +252.2% | +220.7% |
| 5Y | +606.7% | +80.2% | +526.5% | +413.3% |
| All | +2,798.6% | +1,027.4% | +1,771.2% | +1,323.5% |
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