+39.3%
QCOM vs AXON
+74.4%
-35.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.8% | +0.3% | -8.3% |
| 7D | -15.5% | -12.7% | -2.8% | -14.0% |
| 30D | -13.4% | -8.6% | -4.8% | -12.4% |
| 3M | 0.0% | -37.2% | +37.3% | +4.9% |
| 6M | -15.2% | +0.5% | -15.7% | -17.1% |
| YTD | -6.9% | -32.6% | +25.7% | -4.3% |
| 1Y | -11.0% | -40.2% | +29.2% | -6.8% |
| All | +39.3% | +74.4% | -35.1% | +19.0% |
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 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