+44.3%
AXON vs A
+67.3%
-23.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -25.6% | -0.1% | -25.5% | -25.7% |
| 30D | -23.9% | +3.3% | -27.2% | -24.7% |
| 3M | -50.4% | +18.5% | -69.0% | -53.1% |
| 6M | -20.0% | +59.3% | -79.3% | -30.5% |
| YTD | -44.5% | +31.0% | -75.5% | -49.6% |
| 1Y | -44.9% | +19.3% | -64.2% | -49.1% |
| All | +44.3% | +67.3% | -23.1% | +20.9% |
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