+118.8%
AXON vs COMP
-52.0%
+170.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +10.7% | -28.9% | -19.5% |
| 7D | -26.8% | +13.4% | -40.3% | -28.2% |
| 30D | -22.9% | +11.1% | -34.0% | -24.2% |
| 3M | -40.1% | -18.8% | -21.3% | -38.7% |
| 6M | -18.9% | +10.5% | -29.4% | -20.3% |
| YTD | -44.9% | -3.4% | -41.5% | -45.5% |
| 1Y | -46.7% | +19.7% | -66.4% | -48.5% |
| 3Y | +44.3% | +381.6% | -337.3% | +11.0% |
| 5Y | +71.4% | -17.6% | +89.0% | +65.5% |
| All | +118.8% | -52.0% | +170.7% | +116.6% |
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