+76.4%
AXON vs CAPR
+200.7%
-124.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.6% | -6.2% | -9.8% |
| 7D | -12.7% | +29.7% | -42.4% | -12.8% |
| 30D | -8.6% | +11.0% | -19.6% | -8.7% |
| 3M | -37.2% | +118.8% | -156.1% | -37.4% |
| 6M | +0.5% | -73.9% | +74.4% | +0.8% |
| YTD | -32.6% | -70.2% | +37.6% | -32.5% |
| 1Y | -40.2% | +38.3% | -78.4% | -41.1% |
| All | +76.4% | +200.7% | -124.3% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling