+299.7%
AXON vs AUR
-36.6%
+336.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | -14.2% | +8.7% | -22.9% | -15.3% |
| 30D | -15.4% | -5.2% | -10.2% | -14.9% |
| 3M | +0.5% | -7.3% | +7.8% | +1.1% |
| 6M | -9.5% | +41.2% | -50.7% | -15.3% |
| YTD | -9.2% | +65.1% | -74.3% | -17.2% |
| 1Y | -29.4% | +13.4% | -42.8% | -32.3% |
| 3Y | +139.4% | +98.1% | +41.3% | +89.5% |
| 5Y | +178.9% | -36.0% | +214.9% | +139.1% |
| All | +299.7% | -36.6% | +336.3% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling