+167.4%
AXON vs COMP
-56.6%
+224.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -8.2% | -1.6% | -8.7% |
| 7D | -12.7% | -1.8% | -10.9% | -12.4% |
| 30D | -8.6% | -0.8% | -7.9% | -8.5% |
| 3M | -37.2% | -28.1% | -9.1% | -34.6% |
| 6M | +0.5% | +27.0% | -26.5% | -2.7% |
| YTD | -32.6% | -12.8% | -19.9% | -32.2% |
| 1Y | -40.2% | +4.9% | -45.1% | -41.1% |
| 3Y | +76.1% | +321.0% | -244.9% | +38.3% |
| 5Y | +109.5% | -25.6% | +135.0% | +105.7% |
| All | +167.4% | -56.6% | +224.0% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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