-29.6%
CMCSA vs AXON
+141.6%
-171.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.5% |
| 7D | -2.1% | -14.2% | +12.1% | -1.6% |
| 30D | +7.0% | -15.4% | +22.4% | +7.5% |
| 3M | +15.1% | +0.5% | +14.6% | +14.7% |
| 6M | -15.4% | -9.5% | -5.9% | -15.3% |
| YTD | -1.9% | -9.2% | +7.3% | -1.8% |
| 1Y | -12.7% | -29.4% | +16.7% | -11.6% |
| All | -29.6% | +141.6% | -171.3% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling