+760.1%
COST vs AXON
+1,058.0%
-297.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.0% |
| 7D | +5.0% | +0.8% | +4.2% | +4.9% |
| 30D | +12.8% | -22.8% | +35.6% | +15.3% |
| 3M | +15.2% | -48.8% | +63.9% | +22.3% |
| 6M | +7.4% | -16.3% | +23.7% | +7.5% |
| YTD | +29.0% | -44.5% | +73.5% | +33.9% |
| 1Y | +20.3% | -43.4% | +63.7% | +24.5% |
| 3Y | +99.0% | +44.3% | +54.7% | +78.7% |
| 5Y | +125.7% | +85.1% | +40.6% | +91.2% |
| All | +760.1% | +1,058.0% | -297.8% | +503.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling