+1,016.4%
AXON vs CAPR
-63.2%
+1,079.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.7% | +6.1% | -2.5% |
| 7D | -19.7% | +19.1% | -38.8% | -20.0% |
| 30D | -25.7% | +48.8% | -74.5% | -26.2% |
| 3M | -48.8% | +144.4% | -193.2% | -49.6% |
| 6M | -22.0% | -67.5% | +45.5% | -21.7% |
| YTD | -45.9% | -64.5% | +18.6% | -45.8% |
| 1Y | -46.1% | +74.4% | -120.5% | -49.0% |
| 3Y | +40.9% | +265.7% | -224.8% | +27.1% |
| 5Y | +80.2% | +196.0% | -115.7% | +61.1% |
| All | +1,016.4% | -63.2% | +1,079.5% | +908.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling