+1,180.9%
AXON vs CAPR
-64.9%
+1,245.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.4% | -12.6% | -3.3% |
| 7D | -28.7% | +36.0% | -64.8% | -29.1% |
| 30D | -28.3% | +25.8% | -54.1% | -28.6% |
| 3M | -46.9% | +140.8% | -187.7% | -47.7% |
| 6M | -24.9% | -67.6% | +42.7% | -24.5% |
| YTD | -46.6% | -65.9% | +19.3% | -46.5% |
| 1Y | -49.7% | +66.1% | -115.8% | -52.4% |
| 3Y | +40.6% | +256.9% | -216.3% | +26.9% |
| 5Y | +71.9% | +172.1% | -100.2% | +54.0% |
| 10Y | +1,180.9% | -64.7% | +1,245.6% | +1,032.0% |
| All | +1,180.9% | -64.9% | +1,245.8% | +1,032.0% |
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