+400.1%
META vs AXON
+1,616.3%
-1,216.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.8% | +5.9% | -1.7% |
| 7D | -3.1% | -12.7% | +9.6% | -0.2% |
| 30D | -18.1% | -8.6% | -9.5% | -16.6% |
| 3M | +2.9% | -37.2% | +40.1% | +12.8% |
| 6M | +0.2% | +0.5% | -0.3% | -2.6% |
| YTD | -8.1% | -32.6% | +24.5% | -3.4% |
| 1Y | -4.5% | -40.2% | +35.6% | +3.1% |
| 3Y | +94.2% | +76.1% | +18.1% | +51.7% |
| 5Y | +79.1% | +109.5% | -30.4% | +27.3% |
| All | +400.1% | +1,616.3% | -1,216.2% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling