-39.9%
AXON vs AU
+42.5%
-82.4%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.2% | +0.9% |
| 7D | +0.2% | +0.8% | -0.5% | +0.1% |
| 30D | +3.0% | -7.0% | +10.0% | +3.7% |
| 3M | -30.1% | +8.5% | -38.7% | -30.3% |
| 6M | +7.7% | -1.3% | +9.0% | +7.8% |
| YTD | -25.3% | +6.8% | -32.1% | -25.7% |
| 1Y | -39.9% | +44.6% | -84.5% | -37.7% |
| All | -39.9% | +42.5% | -82.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling