+52.3%
MSFT vs AXON
+42.7%
+9.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -18.2% | +17.2% | +1.8% |
| 7D | +1.7% | -26.8% | +28.5% | +6.3% |
| 30D | +0.2% | -22.9% | +23.1% | +3.8% |
| 3M | +6.4% | -40.1% | +46.4% | +14.1% |
| 6M | +28.7% | -18.9% | +47.6% | +30.2% |
| YTD | +10.4% | -44.9% | +55.3% | +17.1% |
| 1Y | +7.6% | -46.7% | +54.3% | +14.5% |
| 3Y | +52.3% | +44.3% | +8.0% | +39.3% |
| All | +52.3% | +42.7% | +9.6% | +39.3% |
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