+54.3%
QCOM vs AXON
+140.4%
-86.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.6% |
| 7D | +3.3% | -14.2% | +17.5% | +5.1% |
| 30D | +7.7% | -15.4% | +23.1% | +9.3% |
| 3M | -30.1% | +0.5% | -30.5% | -30.7% |
| 6M | +22.8% | -9.5% | +32.3% | +23.2% |
| YTD | +0.2% | -9.2% | +9.4% | -0.3% |
| 1Y | +7.9% | -29.4% | +37.2% | +11.1% |
| All | +54.3% | +140.4% | -86.1% | +20.4% |
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