+106.2%
COST vs AXON
+177.9%
-71.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | -3.2% | -2.5% | -0.7% | -2.9% |
| 30D | -4.0% | -11.5% | +7.5% | -3.0% |
| 3M | -6.5% | +7.3% | -13.8% | -8.1% |
| 6M | -8.5% | -11.9% | +3.4% | -8.4% |
| YTD | +6.0% | -11.0% | +17.0% | +5.7% |
| 1Y | -5.8% | -31.8% | +26.0% | -3.0% |
| 3Y | +71.8% | +135.4% | -63.6% | +36.6% |
| 5Y | +106.2% | +176.9% | -70.6% | +51.4% |
| All | +106.2% | +177.9% | -71.7% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling