+79.1%
META vs AXON
+105.6%
-26.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.8% | +5.9% | -1.4% |
| 7D | -3.1% | -12.7% | +9.6% | +0.3% |
| 30D | -18.1% | -8.6% | -9.5% | -16.3% |
| 3M | +2.9% | -37.2% | +40.1% | +14.6% |
| 6M | +0.2% | +0.5% | -0.3% | -3.7% |
| YTD | -8.1% | -32.6% | +24.5% | -2.5% |
| 1Y | -4.5% | -40.2% | +35.6% | +4.9% |
| 3Y | +94.2% | +76.1% | +18.1% | +24.9% |
| 5Y | +79.1% | +109.5% | -30.4% | -11.0% |
| All | +79.1% | +105.6% | -26.5% | -11.0% |
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