-43.5%
INTU vs AXON
+81.2%
-124.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | -4.1% | -19.7% | +15.6% | +2.1% |
| 30D | +12.8% | -25.7% | +38.5% | +22.8% |
| 3M | +2.1% | -48.8% | +50.9% | +24.3% |
| 6M | -11.5% | -22.0% | +10.5% | -8.1% |
| YTD | -47.9% | -45.9% | -2.0% | -39.9% |
| 1Y | -47.7% | -46.1% | -1.6% | -39.6% |
| 3Y | -34.0% | +40.9% | -74.9% | -53.4% |
| 5Y | -43.5% | +80.2% | -123.8% | -67.1% |
| All | -43.5% | +81.2% | -124.7% | -67.1% |
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