+40.6%
AXON vs UAL
+210.6%
-170.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.8% | -9.9% | -4.8% |
| 7D | -28.7% | +10.2% | -38.9% | -30.5% |
| 30D | -28.3% | +12.0% | -40.3% | -30.4% |
| 3M | -46.9% | -7.1% | -39.8% | -46.2% |
| 6M | -24.9% | +20.9% | -45.8% | -28.4% |
| YTD | -46.6% | +7.7% | -54.3% | -48.3% |
| 1Y | -49.7% | +23.6% | -73.2% | -52.6% |
| 3Y | +40.6% | +222.6% | -182.0% | +8.8% |
| All | +40.6% | +210.6% | -170.0% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling