-27.1%
CMCSA vs AXON
+44.5%
-71.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.3% | +1.4% |
| 7D | +3.2% | +0.8% | +2.4% | +3.1% |
| 30D | +19.5% | -22.8% | +42.3% | +20.5% |
| 3M | -2.4% | -48.8% | +46.4% | -0.5% |
| 6M | +3.8% | -16.3% | +20.1% | +4.9% |
| YTD | -5.4% | -44.5% | +39.1% | -3.8% |
| 1Y | +1.1% | -43.4% | +44.5% | +2.7% |
| 3Y | -27.1% | +44.3% | -71.4% | -38.3% |
| All | -27.1% | +44.5% | -71.6% | -38.3% |
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