+40.6%
AXON vs CAH
+180.2%
-139.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.2% |
| 7D | -28.7% | +7.8% | -36.6% | -29.5% |
| 30D | -28.3% | +15.5% | -43.8% | -29.7% |
| 3M | -46.9% | +16.3% | -63.2% | -48.0% |
| 6M | -24.9% | +50.0% | -74.9% | -27.6% |
| YTD | -46.6% | +34.7% | -81.4% | -48.3% |
| 1Y | -49.7% | +35.9% | -85.6% | -51.4% |
| 3Y | +40.6% | +178.5% | -137.9% | +17.6% |
| All | +40.6% | +180.2% | -139.6% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling