+93.4%
META vs AXON
+74.4%
+19.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.8% | +5.9% | -2.3% |
| 7D | -3.1% | -12.7% | +9.6% | -1.0% |
| 30D | -18.1% | -8.6% | -9.5% | -17.0% |
| 3M | +2.9% | -37.2% | +40.1% | +10.1% |
| 6M | +0.2% | +0.5% | -0.3% | -1.8% |
| YTD | -8.1% | -32.6% | +24.5% | -4.5% |
| 1Y | -4.5% | -40.2% | +35.6% | +1.4% |
| All | +93.4% | +74.4% | +19.1% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling