+297.5%
AVGO vs AXON
+40.7%
+256.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.2% | +6.0% |
| 7D | +25.0% | -19.7% | +44.7% | +29.6% |
| 30D | +2.0% | -25.7% | +27.7% | +7.5% |
| 3M | -12.3% | -48.8% | +36.5% | -1.2% |
| 6M | -12.8% | -22.0% | +9.2% | -12.5% |
| YTD | +5.9% | -45.9% | +51.8% | +14.9% |
| 1Y | +3.3% | -46.1% | +49.4% | +12.4% |
| All | +297.5% | +40.7% | +256.8% | +189.9% |
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