+147.3%
IBM vs AXON
+1,058.0%
-910.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.7% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +9.2% | -22.8% | +32.0% | +12.5% |
| 3M | +4.9% | -48.8% | +53.7% | +13.7% |
| 6M | +16.8% | -16.3% | +33.1% | +18.7% |
| YTD | -14.3% | -44.5% | +30.2% | -9.4% |
| 1Y | -16.7% | -43.4% | +26.7% | -12.2% |
| 3Y | +82.2% | +44.3% | +38.0% | +69.7% |
| 5Y | +149.9% | +85.1% | +64.8% | +121.4% |
| All | +147.3% | +1,058.0% | -910.7% | +72.1% |
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 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