-36.0%
GLW vs AXON
-3.4%
-32.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.8% | -3.1% | -12.7% |
| 7D | -19.7% | -12.7% | -7.1% | -19.6% |
| 30D | -38.8% | -8.6% | -30.2% | -38.5% |
| 3M | -33.9% | -37.2% | +3.4% | -34.6% |
| 6M | -36.0% | +0.5% | -36.5% | -29.1% |
| All | -36.0% | -3.4% | -32.5% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling