+9.5%
MO vs AXON
-33.3%
+42.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.5% |
| 7D | -2.4% | -3.3% | +0.9% | -2.5% |
| 30D | +3.6% | -17.8% | +21.4% | +3.0% |
| 3M | -3.7% | +8.3% | -12.0% | -3.3% |
| 6M | +4.5% | -12.4% | +16.9% | +5.5% |
| YTD | +21.5% | -13.7% | +35.2% | +23.6% |
| 1Y | +9.5% | -33.1% | +42.6% | +11.2% |
| All | +9.5% | -33.3% | +42.8% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling