+307.7%
GLW vs AXON
+42.7%
+265.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -18.2% | +20.8% | +4.3% |
| 7D | -13.9% | -26.8% | +12.9% | -11.4% |
| 30D | -35.0% | -22.9% | -12.1% | -33.4% |
| 3M | -32.4% | -40.1% | +7.7% | -29.5% |
| 6M | -41.3% | -18.9% | -22.5% | -41.5% |
| YTD | +21.8% | -44.9% | +66.7% | +27.0% |
| 1Y | +21.8% | -46.7% | +68.5% | +27.6% |
| 3Y | +307.7% | +44.3% | +263.3% | +268.6% |
| All | +307.7% | +42.7% | +265.0% | +268.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling