+149.9%
IBM vs AXON
+1,278.1%
-1,128.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | -2.5% | -28.7% | +26.2% | +1.6% |
| 30D | +8.4% | -28.3% | +36.7% | +12.8% |
| 3M | +4.5% | -46.9% | +51.4% | +12.7% |
| 6M | +7.9% | -24.9% | +32.8% | +11.1% |
| YTD | -15.2% | -46.6% | +31.4% | -9.9% |
| 1Y | -17.6% | -49.7% | +32.1% | -11.8% |
| 3Y | +82.1% | +40.6% | +41.5% | +69.9% |
| 5Y | +143.3% | +71.9% | +71.5% | +117.2% |
| 10Y | +149.9% | +1,180.9% | -1,030.9% | +70.9% |
| All | +149.9% | +1,278.1% | -1,128.2% | +70.9% |
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