+65,669.6%
AXON vs CAH
+717.7%
+64,951.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -27.4% | +9.4% | -36.8% | -29.8% |
| 30D | -28.5% | +16.5% | -45.0% | -32.4% |
| 3M | -49.3% | +17.0% | -66.2% | -52.2% |
| 6M | -25.0% | +51.4% | -76.4% | -35.5% |
| YTD | -46.7% | +36.0% | -82.7% | -52.9% |
| 1Y | -48.3% | +36.0% | -84.3% | -54.3% |
| 3Y | +38.8% | +177.5% | -138.7% | -8.0% |
| 5Y | +77.7% | +509.2% | -431.5% | -14.3% |
| 10Y | +1,028.0% | +408.1% | +619.9% | +431.9% |
| All | +65,669.6% | +717.7% | +64,951.9% | +21,580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling