+153.0%
AXON vs CART
+21.6%
+131.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -16.6% |
| 3M | +0.5% | +23.1% | -22.6% | -1.8% |
| 6M | -9.5% | +39.5% | -49.0% | -13.0% |
| YTD | -9.2% | +13.5% | -22.7% | -11.1% |
| 1Y | -29.4% | +14.9% | -44.2% | -31.2% |
| All | +153.0% | +21.6% | +131.4% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling