+12,177.9%
AXON vs CBOE
+1,045.3%
+11,132.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.2% |
| 7D | -14.2% | -3.6% | -10.5% | -13.4% |
| 30D | -15.4% | +5.1% | -20.5% | -16.7% |
| 3M | +0.5% | +4.6% | -4.1% | -1.7% |
| 6M | -9.5% | -0.3% | -9.2% | -11.6% |
| YTD | -9.2% | +19.8% | -29.0% | -16.2% |
| 1Y | -29.4% | +28.4% | -57.7% | -36.5% |
| 3Y | +139.4% | +104.1% | +35.3% | +78.1% |
| 5Y | +178.9% | +150.9% | +28.0% | +90.7% |
| 10Y | +1,840.8% | +393.5% | +1,447.3% | +880.5% |
| All | +12,177.9% | +1,045.3% | +11,132.5% | +3,812.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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