+27.7%
GLW vs AXON
-50.5%
+78.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -11.1% | -27.4% | +16.3% | -9.9% |
| 30D | -28.4% | -28.5% | 0.0% | -27.4% |
| 3M | -28.8% | -49.3% | +20.5% | -27.2% |
| 6M | -39.8% | -25.0% | -14.8% | -39.6% |
| YTD | +28.7% | -46.7% | +75.5% | +37.7% |
| 1Y | +27.7% | -48.3% | +76.0% | +43.9% |
| All | +27.7% | -50.5% | +78.2% | +43.9% |
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 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