+779.7%
CSCO vs AXON
+61,473.8%
-60,694.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -18.2% | +16.2% | +0.2% |
| 7D | -10.2% | -26.8% | +16.6% | -7.0% |
| 30D | -20.1% | -22.9% | +2.9% | -17.7% |
| 3M | -22.4% | -40.1% | +17.7% | -18.1% |
| 6M | +2.8% | -18.9% | +21.7% | +3.7% |
| YTD | +23.6% | -44.9% | +68.5% | +29.4% |
| 1Y | +34.0% | -46.7% | +80.7% | +40.8% |
| 3Y | +89.3% | +44.3% | +44.9% | +71.3% |
| 5Y | +87.9% | +71.4% | +16.5% | +62.7% |
| 10Y | +314.9% | +1,324.0% | -1,009.1% | +165.3% |
| All | +779.7% | +61,473.8% | -60,694.2% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling