+44.3%
AXON vs A
+64.2%
-19.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.7% | -19.9% | -18.7% |
| 7D | -26.8% | -0.1% | -26.8% | -26.8% |
| 30D | -22.9% | +3.4% | -26.3% | -23.7% |
| 3M | -40.1% | +23.8% | -63.9% | -44.0% |
| 6M | -18.9% | +49.0% | -67.9% | -28.2% |
| YTD | -44.9% | +29.4% | -74.3% | -49.8% |
| 1Y | -46.7% | +19.4% | -66.1% | -50.7% |
| 3Y | +44.3% | +66.2% | -21.9% | +20.6% |
| All | +44.3% | +64.2% | -19.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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