-30.1%
BABA vs AXON
+71.5%
-101.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.3% |
| 7D | +3.8% | -28.7% | +32.6% | +8.4% |
| 30D | -5.4% | -28.3% | +22.9% | -1.4% |
| 3M | -17.9% | -46.9% | +29.0% | -10.9% |
| 6M | -24.1% | -24.9% | +0.8% | -22.9% |
| YTD | -27.4% | -46.6% | +19.2% | -23.0% |
| 1Y | -36.1% | -49.7% | +13.6% | -31.5% |
| 3Y | +35.4% | +40.6% | -5.2% | -4.9% |
| 5Y | -30.1% | +71.9% | -102.0% | -61.7% |
| All | -30.1% | +71.5% | -101.6% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling