+152.6%
GOOGL vs AXON
+141.6%
+11.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.7% |
| 7D | -2.3% | -14.2% | +11.9% | -0.9% |
| 30D | -6.6% | -15.4% | +8.8% | -5.3% |
| 3M | -8.9% | +0.5% | -9.4% | -9.5% |
| 6M | +11.9% | -9.5% | +21.4% | +11.7% |
| YTD | +8.3% | -9.2% | +17.5% | +7.9% |
| 1Y | +46.2% | -29.4% | +75.6% | +48.8% |
| All | +152.6% | +141.6% | +11.0% | +98.1% |
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 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