+24.8%
CIEN vs AXON
+101,343.3%
-101,318.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.9% |
| 7D | -15.2% | -14.2% | -1.0% | -12.8% |
| 30D | -21.5% | -15.4% | -6.1% | -19.6% |
| 3M | -40.1% | +0.5% | -40.6% | -41.1% |
| 6M | -6.6% | -9.5% | +2.9% | -7.8% |
| YTD | +37.3% | -9.2% | +46.5% | +34.3% |
| 1Y | +174.5% | -29.4% | +203.9% | +181.6% |
| 3Y | +562.3% | +139.4% | +422.9% | +419.0% |
| 5Y | +463.9% | +178.9% | +285.0% | +315.7% |
| 10Y | +1,302.4% | +1,840.8% | -538.4% | +542.3% |
| All | +24.8% | +101,343.3% | -101,318.5% | -74.9% |
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