+77.7%
AXON vs ALL
+157.6%
-79.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.9% |
| 7D | -27.4% | -0.1% | -27.2% | -27.1% |
| 30D | -28.5% | +13.8% | -42.3% | -30.3% |
| 3M | -49.3% | -2.8% | -46.5% | -48.9% |
| 6M | -25.0% | +23.7% | -48.7% | -29.2% |
| YTD | -46.7% | +27.3% | -74.0% | -50.3% |
| 1Y | -48.3% | +30.5% | -78.8% | -52.2% |
| 3Y | +38.8% | +113.0% | -74.2% | +10.3% |
| 5Y | +77.7% | +157.6% | -79.9% | +30.1% |
| All | +77.7% | +157.6% | -79.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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