-46.1%
AXON vs CAPR
+65.7%
-111.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.7% | +6.1% | -2.6% |
| 7D | -19.7% | +19.1% | -38.8% | -19.8% |
| 30D | -25.7% | +48.8% | -74.5% | -25.8% |
| 3M | -48.8% | +144.4% | -193.2% | -48.8% |
| 6M | -22.0% | -67.5% | +45.5% | -21.8% |
| YTD | -45.9% | -64.5% | +18.6% | -45.9% |
| 1Y | -46.1% | +74.4% | -120.5% | -46.5% |
| All | -46.1% | +65.7% | -111.8% | -46.5% |
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