+1,304.8%
AXON vs UAL
+94.5%
+1,210.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.0% | -20.2% | -18.7% |
| 7D | -26.8% | +8.2% | -35.0% | -28.4% |
| 30D | -22.9% | +2.3% | -25.2% | -23.5% |
| 3M | -40.1% | -12.7% | -27.4% | -38.2% |
| 6M | -18.9% | +12.7% | -31.6% | -21.8% |
| YTD | -44.9% | +0.8% | -45.7% | -45.8% |
| 1Y | -46.7% | +17.8% | -64.5% | -49.7% |
| 3Y | +44.3% | +206.7% | -162.4% | +0.3% |
| 5Y | +71.4% | +113.9% | -42.5% | +25.7% |
| All | +1,304.8% | +94.5% | +1,210.3% | +929.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling