-29.4%
AXON vs CART
+14.4%
-43.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | -14.2% | +1.0% | -15.2% | -14.3% |
| 30D | -15.4% | +12.6% | -28.0% | -17.2% |
| 3M | +0.5% | +23.1% | -22.6% | -2.3% |
| 6M | -9.5% | +39.5% | -49.0% | -13.7% |
| YTD | -9.2% | +13.5% | -22.7% | -12.9% |
| 1Y | -29.4% | +14.9% | -44.2% | -33.9% |
| All | -29.4% | +14.4% | -43.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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