-40.2%
AXON vs CART
+57.6%
-97.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.4% | -7.4% | -9.2% |
| 7D | -12.7% | +1.2% | -13.9% | -12.8% |
| 30D | -8.6% | +27.1% | -35.7% | -14.0% |
| 3M | -37.2% | +27.4% | -64.7% | -40.8% |
| 6M | +0.5% | +32.1% | -31.6% | -5.0% |
| YTD | -32.6% | +28.5% | -61.1% | -38.0% |
| 1Y | -40.2% | +58.8% | -99.0% | -49.9% |
| All | -40.2% | +57.6% | -97.8% | -49.9% |
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