+190.0%
AXON vs BOXX
+18.4%
+171.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -11.0% | 0.0% | -11.1% | -11.2% |
| 30D | -24.7% | +0.3% | -25.0% | -25.4% |
| 3M | +7.0% | +1.0% | +6.0% | +3.6% |
| 6M | -9.6% | +1.9% | -11.6% | -16.5% |
| YTD | -15.7% | +2.6% | -18.3% | -24.4% |
| 1Y | -35.9% | +4.0% | -39.9% | -45.3% |
| 3Y | +123.0% | +14.6% | +108.4% | +84.8% |
| All | +190.0% | +18.4% | +171.6% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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