-40.4%
BABA vs AXON
-44.3%
+3.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -13.8% | +0.8% | -14.5% | -13.8% |
| 30D | -15.1% | -22.8% | +7.7% | -14.4% |
| 3M | -22.7% | -48.8% | +26.0% | -20.6% |
| 6M | -34.7% | -16.3% | -18.4% | -34.6% |
| YTD | -35.0% | -44.5% | +9.4% | -37.2% |
| 1Y | -40.4% | -43.4% | +3.0% | -42.6% |
| All | -40.4% | -44.3% | +3.8% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling