+362.3%
CSCO vs AXON
+1,854.8%
-1,492.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.1% |
| 7D | -0.7% | -14.2% | +13.5% | +1.2% |
| 30D | -10.1% | -15.4% | +5.3% | -8.6% |
| 3M | -15.7% | +0.5% | -16.2% | -16.6% |
| 6M | +36.3% | -9.5% | +45.8% | +35.8% |
| YTD | +43.8% | -9.2% | +53.0% | +42.4% |
| 1Y | +63.9% | -29.4% | +93.3% | +67.6% |
| 3Y | +104.4% | +139.4% | -35.1% | +67.8% |
| 5Y | +111.4% | +178.9% | -67.6% | +63.7% |
| All | +362.3% | +1,854.8% | -1,492.5% | +165.9% |
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 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