+356.1%
GLW vs AXON
+31.7%
+324.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.1% | +12.4% | +9.5% |
| 7D | -5.9% | -28.7% | +22.9% | -2.9% |
| 30D | -26.0% | -28.3% | +2.3% | -23.7% |
| 3M | -29.9% | -46.9% | +17.0% | -26.0% |
| 6M | -37.8% | -24.9% | -12.9% | -37.3% |
| YTD | +33.1% | -46.6% | +79.7% | +39.2% |
| 1Y | +36.8% | -49.7% | +86.5% | +44.2% |
| 3Y | +356.1% | +40.6% | +315.5% | +289.5% |
| All | +356.1% | +31.7% | +324.4% | +289.5% |
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