+336.8%
IBM vs AXON
+61,473.8%
-61,137.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -18.2% | +17.3% | +0.9% |
| 7D | -5.0% | -26.8% | +21.9% | -2.3% |
| 30D | +11.1% | -22.9% | +34.0% | +13.6% |
| 3M | +5.7% | -40.1% | +45.8% | +10.4% |
| 6M | +10.1% | -18.9% | +29.0% | +11.6% |
| YTD | -15.6% | -44.9% | +29.3% | -11.9% |
| 1Y | -19.5% | -46.7% | +27.1% | -15.8% |
| 3Y | +80.4% | +44.3% | +36.1% | +70.3% |
| 5Y | +140.0% | +71.4% | +68.6% | +119.3% |
| 10Y | +155.0% | +1,324.0% | -1,169.1% | +86.8% |
| All | +336.8% | +61,473.8% | -61,137.1% | +130.3% |
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