+87.7%
AXON vs CART
+37.6%
+50.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.4% | -7.4% | -9.5% |
| 7D | -12.7% | +1.2% | -13.9% | -12.8% |
| 30D | -8.6% | +27.1% | -35.7% | -11.6% |
| 3M | -37.2% | +27.4% | -64.7% | -39.2% |
| 6M | +0.5% | +32.1% | -31.6% | -3.1% |
| YTD | -32.6% | +28.5% | -61.1% | -35.2% |
| 1Y | -40.2% | +58.8% | -99.0% | -43.7% |
| 3Y | +76.1% | +114.8% | -38.7% | +53.8% |
| All | +87.7% | +37.6% | +50.1% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling