-18.7%
IBM vs AXON
-50.5%
+31.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.5% | -27.4% | +25.8% | +5.4% |
| 30D | +8.4% | -28.5% | +36.9% | +16.4% |
| 3M | +4.2% | -49.3% | +53.5% | +21.0% |
| 6M | +7.9% | -25.0% | +33.0% | +13.1% |
| YTD | -15.2% | -46.7% | +31.5% | -10.9% |
| 1Y | -18.7% | -48.3% | +29.5% | -12.3% |
| All | -18.7% | -50.5% | +31.8% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling