+130.5%
IBM vs AXON
+1,854.8%
-1,724.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.6% |
| 7D | -0.3% | -14.2% | +13.9% | +1.6% |
| 30D | +0.3% | -15.4% | +15.7% | +2.1% |
| 3M | -21.6% | +0.5% | -22.1% | -22.0% |
| 6M | -4.7% | -9.5% | +4.8% | -4.5% |
| YTD | -19.1% | -9.2% | -9.9% | -19.3% |
| 1Y | -2.5% | -29.4% | +26.9% | -0.3% |
| 3Y | +74.2% | +139.4% | -65.3% | +52.2% |
| 5Y | +113.1% | +178.9% | -65.8% | +79.2% |
| All | +130.5% | +1,854.8% | -1,724.3% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling