+144.5%
AXON vs AUR
-57.9%
+202.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.2% |
| 7D | +0.8% | -4.5% | +5.3% | +1.4% |
| 30D | -22.8% | -16.6% | -6.1% | -21.2% |
| 3M | -48.8% | -38.5% | -10.3% | -45.5% |
| 6M | -16.3% | -49.9% | +33.6% | -8.5% |
| YTD | -44.5% | +9.6% | -54.1% | -46.6% |
| 1Y | -43.4% | +1.2% | -44.6% | -45.0% |
| 3Y | +44.3% | +128.8% | -84.5% | +10.8% |
| 5Y | +85.1% | -57.9% | +143.0% | +64.9% |
| All | +144.5% | -57.9% | +202.4% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling