+271.6%
AXON vs AUR
-35.7%
+307.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -7.0% | +1.4% | -8.5% | -7.3% |
| 30D | -20.1% | -6.4% | -13.7% | -19.4% |
| 3M | +7.4% | +7.7% | -0.3% | +5.7% |
| 6M | -7.4% | +44.5% | -51.9% | -13.6% |
| YTD | -15.6% | +67.4% | -83.0% | -23.2% |
| 1Y | -36.2% | +15.4% | -51.6% | -39.0% |
| 3Y | +124.8% | +94.8% | +30.0% | +78.9% |
| 5Y | +166.6% | -35.1% | +201.7% | +128.0% |
| All | +271.6% | -35.7% | +307.3% | +223.9% |
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