-35.9%
AXON vs AUR
+10.3%
-46.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.6% |
| 7D | -11.0% | +0.2% | -11.2% | -11.1% |
| 30D | -24.7% | -8.9% | -15.8% | -23.2% |
| 3M | +7.0% | +4.6% | +2.4% | +4.3% |
| 6M | -9.6% | +44.9% | -54.5% | -24.6% |
| YTD | -15.7% | +64.8% | -80.5% | -33.3% |
| 1Y | -35.9% | +16.4% | -52.3% | -44.5% |
| All | -35.9% | +10.3% | -46.2% | -44.5% |
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