+4,842.6%
AXON vs CAPR
-99.1%
+4,941.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.6% | -6.2% | -9.8% |
| 7D | -12.7% | +29.7% | -42.4% | -13.0% |
| 30D | -8.6% | +11.0% | -19.6% | -8.8% |
| 3M | -37.2% | +118.8% | -156.1% | -38.1% |
| 6M | +0.5% | -73.9% | +74.4% | +1.3% |
| YTD | -32.6% | -70.2% | +37.6% | -32.3% |
| 1Y | -40.2% | +38.3% | -78.4% | -43.2% |
| 3Y | +76.1% | +199.7% | -123.6% | +61.5% |
| 5Y | +109.5% | +130.6% | -21.1% | +91.1% |
| 10Y | +1,640.5% | -68.5% | +1,709.0% | +1,431.2% |
| All | +4,842.6% | -99.1% | +4,941.8% | +4,044.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling