+170.5%
AXON vs AUR
-34.3%
+204.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -3.3% | +11.1% | -14.5% | -4.9% |
| 30D | -17.8% | -6.9% | -11.0% | -17.1% |
| 3M | +8.3% | +5.5% | +2.8% | +6.8% |
| 6M | -12.4% | +41.0% | -53.4% | -18.0% |
| YTD | -13.7% | +69.3% | -83.0% | -21.6% |
| 1Y | -33.1% | +14.0% | -47.1% | -35.9% |
| 3Y | +128.2% | +90.1% | +38.2% | +82.3% |
| 5Y | +170.5% | -34.4% | +204.9% | +122.9% |
| All | +170.5% | -34.3% | +204.8% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling