-39.9%
AXON vs CAH
+38.5%
-78.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.7% | +1.5% |
| 7D | +0.2% | +7.0% | -6.8% | -0.4% |
| 30D | +3.0% | +12.4% | -9.4% | +2.0% |
| 3M | -30.1% | +12.2% | -42.3% | -30.6% |
| 6M | +7.7% | +33.2% | -25.5% | +10.8% |
| YTD | -25.3% | +28.4% | -53.7% | -23.4% |
| 1Y | -39.9% | +35.0% | -75.0% | -38.1% |
| All | -39.9% | +38.5% | -78.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling