+2,662.4%
DELL vs AXON
+1,058.0%
+1,604.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.7% | -9.9% | -7.7% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | -32.1% | -22.8% | -9.3% | -28.6% |
| 3M | -30.2% | -48.8% | +18.5% | -20.4% |
| 6M | +41.7% | -16.3% | +58.0% | +43.7% |
| YTD | +176.6% | -44.5% | +221.0% | +200.2% |
| 1Y | +159.9% | -43.4% | +203.3% | +180.9% |
| 3Y | +388.0% | +44.3% | +343.7% | +309.3% |
| 5Y | +578.2% | +85.1% | +493.1% | +412.9% |
| All | +2,662.4% | +1,058.0% | +1,604.4% | +1,228.9% |
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 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