+38.2%
GLW vs AXON
-45.9%
+84.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.3% | +3.2% | +7.3% |
| 7D | +1.4% | -25.6% | +27.1% | +2.7% |
| 30D | -18.2% | -23.9% | +5.7% | -17.2% |
| 3M | -24.2% | -50.4% | +26.2% | -22.3% |
| 6M | -41.7% | -20.0% | -21.7% | -41.7% |
| YTD | +38.3% | -44.5% | +82.8% | +47.6% |
| 1Y | +38.2% | -44.9% | +83.1% | +49.8% |
| All | +38.2% | -45.9% | +84.1% | +49.8% |
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