+106.4%
CSCO vs AXON
+140.4%
-34.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.8% |
| 7D | -0.7% | -14.2% | +13.5% | +0.3% |
| 30D | -10.1% | -15.4% | +5.3% | -9.3% |
| 3M | -15.7% | +0.5% | -16.2% | -16.3% |
| 6M | +36.3% | -9.5% | +45.8% | +36.0% |
| YTD | +43.8% | -9.2% | +53.0% | +43.1% |
| 1Y | +63.9% | -29.4% | +93.3% | +66.5% |
| All | +106.4% | +140.4% | -34.0% | +77.9% |
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 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