+123.2%
GLW vs AXON
-28.9%
+152.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +5.8% |
| 7D | +3.8% | -14.2% | +17.9% | +4.3% |
| 30D | -1.3% | -15.4% | +14.0% | -1.1% |
| 3M | -21.8% | +0.5% | -22.3% | -22.6% |
| 6M | +6.9% | -9.5% | +16.4% | +9.2% |
| YTD | +77.2% | -9.2% | +86.4% | +80.6% |
| 1Y | +123.2% | -29.4% | +152.6% | +135.7% |
| All | +123.2% | -28.9% | +152.2% | +135.7% |
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 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