+304.8%
CSCO vs AXON
+1,304.2%
-999.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -18.2% | +16.2% | +0.4% |
| 7D | -10.2% | -26.8% | +16.6% | -6.7% |
| 30D | -20.1% | -22.9% | +2.9% | -17.5% |
| 3M | -22.4% | -40.1% | +17.7% | -17.7% |
| 6M | +2.8% | -18.9% | +21.7% | +3.5% |
| YTD | +23.6% | -44.9% | +68.5% | +30.0% |
| 1Y | +34.0% | -46.7% | +80.7% | +41.5% |
| 3Y | +89.3% | +44.3% | +44.9% | +65.0% |
| 5Y | +87.9% | +71.4% | +16.5% | +54.0% |
| All | +304.8% | +1,304.2% | -999.4% | +146.4% |
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