+110.7%
CSCO vs AXON
+40.7%
+70.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +1.4% |
| 7D | +6.6% | -19.7% | +26.3% | +8.1% |
| 30D | -11.3% | -25.7% | +14.4% | -9.6% |
| 3M | -17.3% | -48.8% | +31.5% | -13.9% |
| 6M | +3.5% | -22.0% | +25.5% | +4.2% |
| YTD | +34.9% | -45.9% | +80.8% | +38.6% |
| 1Y | +40.5% | -46.1% | +86.6% | +44.3% |
| All | +110.7% | +40.7% | +70.0% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling