+40.5%
AXON vs AUR
+137.7%
-97.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.9% |
| 7D | -19.7% | +7.9% | -27.7% | -20.8% |
| 30D | -25.7% | -18.5% | -7.2% | -24.0% |
| 3M | -48.8% | -36.7% | -12.1% | -46.0% |
| 6M | -22.0% | -39.8% | +17.8% | -17.7% |
| YTD | -45.9% | +13.3% | -59.2% | -47.9% |
| 1Y | -46.1% | +2.8% | -48.9% | -47.5% |
| All | +40.5% | +137.7% | -97.3% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling