+1,304.8%
AXON vs CAPR
-68.5%
+1,373.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +4.7% | -22.8% | -18.2% |
| 7D | -26.8% | +41.1% | -67.9% | -27.2% |
| 30D | -22.9% | +11.1% | -34.0% | -23.1% |
| 3M | -40.1% | +115.3% | -155.4% | -40.9% |
| 6M | -18.9% | -73.8% | +54.9% | -18.3% |
| YTD | -44.9% | -68.8% | +23.9% | -44.7% |
| 1Y | -46.7% | +43.3% | -90.0% | -49.4% |
| 3Y | +44.3% | +214.7% | -170.4% | +30.6% |
| 5Y | +71.4% | +141.3% | -69.9% | +53.9% |
| All | +1,304.8% | -68.5% | +1,373.4% | +1,157.9% |
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