+62.8%
META vs AXON
+179.8%
-117.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +2.1% |
| 7D | +6.7% | -14.2% | +20.9% | +10.9% |
| 30D | +4.8% | -15.4% | +20.1% | +8.5% |
| 3M | -1.6% | +0.5% | -2.1% | -3.6% |
| 6M | -7.5% | -9.5% | +2.0% | -7.6% |
| YTD | -6.4% | -9.2% | +2.8% | -7.8% |
| 1Y | -17.3% | -29.4% | +12.0% | -12.5% |
| 3Y | +109.9% | +139.4% | -29.5% | +24.7% |
| All | +62.8% | +179.8% | -117.0% | -22.0% |
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