-63.2%
AXG vs SPY
+80.4%
-143.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -19.4% | +0.1% | -19.5% | -19.5% |
| 3M | -35.8% | +2.0% | -37.8% | -36.4% |
| 6M | -38.8% | +13.0% | -51.8% | -42.3% |
| YTD | -45.5% | +13.5% | -59.0% | -48.9% |
| 1Y | -16.4% | +20.0% | -36.4% | -24.0% |
| All | -63.2% | +80.4% | -143.6% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling