+318.7%
IBM vs AXON
+101,343.3%
-101,024.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.5% |
| 7D | -0.3% | -14.2% | +13.9% | +1.1% |
| 30D | +0.3% | -15.4% | +15.7% | +1.6% |
| 3M | -21.6% | +0.5% | -22.1% | -21.9% |
| 6M | -4.7% | -9.5% | +4.8% | -4.4% |
| YTD | -19.1% | -9.2% | -9.9% | -19.1% |
| 1Y | -2.5% | -29.4% | +26.9% | -0.6% |
| 3Y | +74.2% | +139.4% | -65.3% | +57.2% |
| 5Y | +113.1% | +178.9% | -65.8% | +86.5% |
| 10Y | +133.5% | +1,840.8% | -1,707.3% | +66.1% |
| All | +318.7% | +101,343.3% | -101,024.6% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling