+3,143.2%
COST vs AXON
+101,343.3%
-98,200.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | -0.7% |
| 7D | -3.1% | -14.2% | +11.0% | -2.0% |
| 30D | -2.8% | -15.4% | +12.6% | -1.7% |
| 3M | -5.7% | +0.5% | -6.2% | -6.3% |
| 6M | -8.8% | -9.5% | +0.7% | -9.0% |
| YTD | +6.7% | -9.2% | +15.9% | +6.0% |
| 1Y | -3.6% | -29.4% | +25.7% | -2.4% |
| 3Y | +75.1% | +139.4% | -64.3% | +56.9% |
| 5Y | +108.9% | +178.9% | -70.0% | +82.0% |
| 10Y | +586.2% | +1,840.8% | -1,254.6% | +391.7% |
| All | +3,143.2% | +101,343.3% | -98,200.1% | +1,792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling