-16.3%
AXON vs AUR
-41.7%
+25.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.1% |
| 7D | +0.8% | -4.5% | +5.3% | +1.3% |
| 30D | -22.8% | -16.6% | -6.1% | -19.7% |
| 3M | -48.8% | -38.5% | -10.3% | -42.7% |
| 6M | -16.3% | -49.9% | +33.6% | +6.6% |
| All | -16.3% | -41.7% | +25.4% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling