-48.1%
AXON vs VALE
+5.1%
-53.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -3.1% |
| 7D | -28.7% | +5.6% | -34.3% | -28.8% |
| 30D | -28.3% | -12.1% | -16.2% | -28.0% |
| 3M | -46.9% | -16.3% | -30.6% | -46.7% |
| 6M | -24.9% | -26.0% | +1.1% | -22.9% |
| YTD | -46.6% | -5.5% | -41.1% | -49.8% |
| All | -48.1% | +5.1% | -53.3% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling