-99.9%
AXG vs SPY
+77.8%
-177.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.4% | -10.5% | -10.6% |
| 7D | -33.1% | +3.3% | -36.4% | -34.5% |
| 30D | -94.4% | -2.7% | -91.7% | -94.3% |
| 3M | -99.8% | -1.7% | -98.1% | -99.8% |
| 6M | -99.9% | +3.1% | -103.0% | -99.9% |
| YTD | -99.9% | +11.9% | -111.8% | -99.9% |
| 1Y | -99.9% | +12.0% | -111.9% | -99.9% |
| 3Y | -99.8% | +78.2% | -178.0% | -99.8% |
| All | -99.9% | +77.8% | -177.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling