+1,046.6%
AXON vs AR
+57.4%
+989.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.8% | +7.4% | -6.6% | 0.0% |
| 30D | -22.8% | +5.8% | -28.5% | -23.3% |
| 3M | -48.8% | +5.2% | -54.0% | -49.2% |
| 6M | -16.3% | +5.4% | -21.7% | -17.2% |
| YTD | -44.5% | +12.4% | -56.9% | -45.8% |
| 1Y | -43.4% | +12.8% | -56.2% | -44.8% |
| 3Y | +44.3% | +47.2% | -2.9% | +35.1% |
| 5Y | +85.1% | +101.1% | -16.0% | +63.7% |
| All | +1,046.6% | +57.4% | +989.2% | +915.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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