-19.5%
IBM vs AXON
-50.2%
+30.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -18.2% | +17.3% | +3.2% |
| 7D | -5.0% | -26.8% | +21.9% | +1.5% |
| 30D | +11.1% | -22.9% | +34.0% | +17.2% |
| 3M | +5.7% | -40.1% | +45.8% | +17.5% |
| 6M | +10.1% | -18.9% | +29.0% | +13.5% |
| YTD | -15.6% | -44.9% | +29.3% | -12.1% |
| 1Y | -19.5% | -46.7% | +27.1% | -15.5% |
| All | -19.5% | -50.2% | +30.7% | -15.5% |
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