+11.7%
BABA vs AXON
+1,058.0%
-1,046.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | -13.8% | +0.8% | -14.5% | -13.9% |
| 30D | -15.1% | -22.8% | +7.7% | -12.0% |
| 3M | -22.7% | -48.8% | +26.0% | -14.6% |
| 6M | -34.7% | -16.3% | -18.4% | -34.5% |
| YTD | -35.0% | -44.5% | +9.4% | -31.0% |
| 1Y | -40.4% | -43.4% | +3.0% | -37.0% |
| 3Y | +21.9% | +44.3% | -22.3% | -2.4% |
| 5Y | -39.9% | +85.1% | -125.0% | -56.8% |
| All | +11.7% | +1,058.0% | -1,046.2% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling