-3.6%
COST vs AXON
-28.9%
+25.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | -1.0% |
| 7D | -3.1% | -14.2% | +11.0% | -3.2% |
| 30D | -2.8% | -15.4% | +12.6% | -2.8% |
| 3M | -5.7% | +0.5% | -6.2% | -5.8% |
| 6M | -8.8% | -9.5% | +0.7% | -9.0% |
| YTD | +6.7% | -9.2% | +15.9% | +7.3% |
| 1Y | -3.6% | -29.4% | +25.7% | -3.4% |
| All | -3.6% | -28.9% | +25.3% | -3.4% |
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