+170.5%
AXON vs SONY
+9.8%
+160.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -3.3% | -4.9% | +1.6% | -1.0% |
| 30D | -17.8% | -1.6% | -16.2% | -17.3% |
| 3M | +8.3% | +10.0% | -1.7% | +3.0% |
| 6M | -12.4% | +8.4% | -20.8% | -16.7% |
| YTD | -13.7% | -8.4% | -5.3% | -11.1% |
| 1Y | -33.1% | -18.4% | -14.7% | -27.4% |
| 3Y | +128.2% | +41.0% | +87.3% | +76.3% |
| 5Y | +170.5% | +9.3% | +161.2% | +135.2% |
| All | +170.5% | +9.8% | +160.7% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 5y: compounded portfolio wealth divided by compounded SONY 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…
5y analysis · Full analysis span regression · 6 months rolling