-44.9%
AXON vs CAPR
+90.5%
-135.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +26.5% | -22.2% | +4.2% |
| 7D | -25.6% | +25.8% | -51.4% | -25.7% |
| 30D | -23.9% | +50.2% | -74.1% | -24.0% |
| 3M | -50.4% | +185.5% | -235.9% | -50.5% |
| 6M | -20.0% | -64.8% | +44.8% | -19.9% |
| YTD | -44.5% | -61.1% | +16.7% | -44.4% |
| 1Y | -44.9% | +81.0% | -125.8% | -45.5% |
| All | -44.9% | +90.5% | -135.4% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling