+137.1%
AXON vs CHTR
-65.7%
+202.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.6% |
| 30D | -11.5% | -4.5% | -7.0% | -11.0% |
| 3M | +7.3% | +10.2% | -2.9% | +5.8% |
| 6M | -11.9% | -37.2% | +25.3% | -9.6% |
| YTD | -11.0% | -30.2% | +19.2% | -9.8% |
| 1Y | -31.8% | -44.8% | +13.0% | -28.5% |
| All | +137.1% | -65.7% | +202.7% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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