+134.7%
GLW vs AXON
-33.3%
+168.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.6% |
| 7D | +16.9% | -3.3% | +20.2% | +16.9% |
| 30D | +7.0% | -17.8% | +24.8% | +7.5% |
| 3M | -3.0% | +8.3% | -11.3% | -4.5% |
| 6M | +31.0% | -12.4% | +43.3% | +33.6% |
| YTD | +93.4% | -13.7% | +107.1% | +97.4% |
| 1Y | +134.7% | -33.1% | +167.8% | +148.1% |
| All | +134.7% | -33.3% | +168.0% | +148.1% |
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