+40.6%
GLW vs AXON
-40.7%
+81.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.7% | -5.9% |
| 7D | -9.5% | +0.2% | -9.7% | -9.5% |
| 30D | -25.5% | +3.0% | -28.5% | -25.5% |
| 3M | -25.6% | -30.1% | +4.6% | -25.4% |
| 6M | -25.5% | +7.7% | -33.2% | -26.2% |
| YTD | +36.4% | -25.3% | +61.7% | +40.2% |
| 1Y | +40.6% | -39.9% | +80.5% | +42.5% |
| All | +40.6% | -40.7% | +81.3% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling