-39.9%
AXON vs AUR
-17.4%
-22.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.3% | +2.9% |
| 7D | +0.2% | -19.8% | +20.1% | +5.4% |
| 30D | +3.0% | -29.0% | +32.0% | +11.7% |
| 3M | -30.1% | -43.6% | +13.4% | -20.2% |
| 6M | +7.7% | -36.6% | +44.4% | +15.6% |
| YTD | -25.3% | +6.3% | -31.6% | -36.3% |
| 1Y | -39.9% | -9.0% | -30.9% | -46.5% |
| All | -39.9% | -17.4% | -22.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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