+1,852.6%
AXON vs UAL
+118.5%
+1,734.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.7% | -4.8% |
| 7D | -14.2% | +0.7% | -14.9% | -14.3% |
| 30D | -15.4% | -16.1% | +0.7% | -11.5% |
| 3M | +0.5% | +6.1% | -5.7% | -1.1% |
| 6M | -9.5% | +10.8% | -20.3% | -12.6% |
| YTD | -9.2% | -0.4% | -8.8% | -10.3% |
| 1Y | -29.4% | +5.0% | -34.4% | -31.5% |
| 3Y | +139.4% | +124.0% | +15.4% | +81.1% |
| 5Y | +178.9% | +141.0% | +37.9% | +99.1% |
| All | +1,852.6% | +118.5% | +1,734.0% | +1,302.2% |
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