+138.2%
IBM vs AXON
+71.5%
+66.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -18.2% | +17.3% | +1.5% |
| 7D | -5.0% | -26.8% | +21.9% | -1.3% |
| 30D | +11.1% | -22.9% | +34.0% | +14.6% |
| 3M | +5.7% | -40.1% | +45.8% | +12.3% |
| 6M | +10.1% | -18.9% | +29.0% | +12.7% |
| YTD | -15.6% | -44.9% | +29.3% | -10.9% |
| 1Y | -19.5% | -46.7% | +27.1% | -14.9% |
| 3Y | +80.4% | +44.3% | +36.1% | +76.2% |
| All | +138.2% | +71.5% | +66.7% | +122.4% |
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