+796.3%
AZN vs AXON
+61,951.8%
-61,155.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | -1.1% | +0.8% | -1.8% | -1.1% |
| 30D | +13.8% | -22.8% | +36.6% | +15.8% |
| 3M | +17.3% | -48.8% | +66.1% | +22.8% |
| 6M | -1.7% | -16.3% | +14.5% | -1.4% |
| YTD | +1.4% | -44.5% | +45.8% | +4.2% |
| 1Y | +5.2% | -43.4% | +48.6% | +7.9% |
| 3Y | +52.6% | +44.3% | +8.4% | +42.5% |
| 5Y | +72.9% | +85.1% | -12.2% | +55.7% |
| 10Y | +333.0% | +1,060.5% | -727.5% | +224.4% |
| All | +796.3% | +61,951.8% | -61,155.6% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 all: compounded portfolio wealth divided by compounded AXON 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…
all analysis · Full analysis span regression · 6 months rolling