-42.2%
INTU vs AXON
+71.5%
-113.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -18.2% | +14.4% | +1.9% |
| 7D | +0.1% | -26.8% | +27.0% | +9.6% |
| 30D | +15.4% | -22.9% | +38.3% | +24.2% |
| 3M | +6.6% | -40.1% | +46.7% | +23.2% |
| 6M | -11.3% | -18.9% | +7.6% | -9.1% |
| YTD | -47.7% | -44.9% | -2.8% | -40.0% |
| 1Y | -47.0% | -46.7% | -0.3% | -38.6% |
| 3Y | -29.9% | +44.3% | -74.3% | -51.0% |
| All | -42.2% | +71.5% | -113.7% | -65.3% |
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 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