+308.5%
CSCO vs AXON
+1,058.0%
-749.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -9.0% | -6.6% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | -15.8% | -22.8% | +6.9% | -13.2% |
| 3M | -15.4% | -48.8% | +33.4% | -8.3% |
| 6M | -5.4% | -16.3% | +10.9% | -5.0% |
| YTD | +26.5% | -44.5% | +70.9% | +32.8% |
| 1Y | +25.9% | -43.4% | +69.3% | +31.8% |
| 3Y | +97.5% | +44.3% | +53.3% | +71.9% |
| 5Y | +93.0% | +85.1% | +7.9% | +55.7% |
| All | +308.5% | +1,058.0% | -749.5% | +139.6% |
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