+52.1%
QCOM vs AXON
+31.7%
+20.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +4.0% |
| 7D | +5.8% | -28.7% | +34.5% | +9.6% |
| 30D | -2.3% | -28.3% | +26.0% | +1.2% |
| 3M | +2.7% | -46.9% | +49.6% | +9.5% |
| 6M | -21.0% | -24.9% | +3.9% | -20.3% |
| YTD | +1.8% | -46.6% | +48.4% | +7.1% |
| 1Y | +2.4% | -49.7% | +52.1% | +8.6% |
| 3Y | +52.1% | +40.6% | +11.6% | +24.2% |
| All | +52.1% | +31.7% | +20.5% | +24.2% |
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 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