-46.7%
AXON vs CART
+60.1%
-106.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.6% | -18.8% | -18.3% |
| 7D | -26.8% | +3.0% | -29.8% | -27.3% |
| 30D | -22.9% | +28.6% | -51.5% | -27.3% |
| 3M | -40.1% | +29.1% | -69.2% | -43.4% |
| 6M | -18.9% | +44.7% | -63.6% | -23.8% |
| YTD | -44.9% | +29.2% | -74.1% | -50.0% |
| 1Y | -46.7% | +66.2% | -112.8% | -53.0% |
| All | -46.7% | +60.1% | -106.8% | -53.0% |
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