+409.0%
NFLX vs AXON
+1,304.2%
-895.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -18.2% | +14.9% | +0.9% |
| 7D | +2.1% | -26.8% | +29.0% | +9.1% |
| 30D | -9.0% | -22.9% | +13.9% | -4.1% |
| 3M | -14.0% | -40.1% | +26.1% | -4.5% |
| 6M | -28.2% | -18.9% | -9.3% | -27.0% |
| YTD | -32.4% | -44.9% | +12.5% | -25.8% |
| 1Y | -42.2% | -46.7% | +4.5% | -36.2% |
| 3Y | +45.9% | +44.3% | +1.5% | +17.2% |
| 5Y | -1.8% | +71.4% | -73.2% | -28.9% |
| All | +409.0% | +1,304.2% | -895.2% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling