+143.6%
IBM vs AXON
+1,109.0%
-965.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.7% | +1.0% |
| 7D | -1.7% | -25.6% | +23.9% | +1.8% |
| 30D | +10.1% | -23.9% | +34.0% | +13.7% |
| 3M | +4.8% | -50.4% | +55.3% | +14.1% |
| 6M | +12.6% | -20.0% | +32.6% | +15.1% |
| YTD | -13.9% | -44.5% | +30.6% | -9.0% |
| 1Y | -18.7% | -44.9% | +26.2% | -14.0% |
| 3Y | +81.9% | +44.7% | +37.2% | +69.4% |
| 5Y | +148.3% | +86.7% | +61.6% | +119.8% |
| 10Y | +143.6% | +1,060.5% | -916.8% | +69.2% |
| All | +143.6% | +1,109.0% | -965.3% | +69.2% |
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