+397.0%
AXGN vs SPY
+318.9%
+78.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.6% | -10.9% | -10.7% |
| 7D | -11.1% | -2.0% | -9.2% | -8.9% |
| 30D | -13.7% | -1.7% | -12.0% | -11.9% |
| 3M | +1.2% | +4.7% | -3.5% | -4.4% |
| 6M | +36.4% | +12.5% | +23.9% | +18.3% |
| YTD | +27.9% | +11.7% | +16.1% | +11.5% |
| 1Y | +160.4% | +17.5% | +142.9% | +112.7% |
| 3Y | +650.0% | +76.6% | +573.4% | +263.0% |
| 5Y | +155.3% | +82.0% | +73.3% | +21.7% |
| All | +397.0% | +318.9% | +78.1% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling