-19.3%
IBM vs AXON
-50.5%
+31.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.2% | -27.4% | +25.2% | +4.7% |
| 30D | +7.7% | -28.5% | +36.1% | +15.6% |
| 3M | +3.5% | -49.3% | +52.7% | +20.2% |
| 6M | +7.2% | -25.0% | +32.2% | +12.4% |
| YTD | -15.8% | -46.7% | +31.0% | -11.5% |
| 1Y | -19.3% | -48.3% | +29.0% | -12.9% |
| All | -19.3% | -50.5% | +31.2% | -12.9% |
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 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