+147.5%
IBM vs AXON
+81.2%
+66.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.1% |
| 7D | -0.3% | -19.7% | +19.4% | +2.3% |
| 30D | +6.8% | -25.7% | +32.5% | +10.6% |
| 3M | +4.4% | -48.8% | +53.2% | +13.3% |
| 6M | +13.2% | -22.0% | +35.2% | +16.5% |
| YTD | -15.1% | -45.9% | +30.8% | -10.2% |
| 1Y | -20.2% | -46.1% | +25.9% | -15.6% |
| 3Y | +79.3% | +40.9% | +38.4% | +75.7% |
| 5Y | +147.5% | +80.2% | +67.2% | +131.9% |
| All | +147.5% | +81.2% | +66.3% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling