-46.7%
AXON vs COMP
+16.2%
-62.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +10.7% | -28.9% | -20.8% |
| 7D | -26.8% | +13.4% | -40.3% | -29.5% |
| 30D | -22.9% | +11.1% | -34.0% | -25.4% |
| 3M | -40.1% | -18.8% | -21.3% | -37.1% |
| 6M | -18.9% | +10.5% | -29.4% | -20.6% |
| YTD | -44.9% | -3.4% | -41.5% | -44.1% |
| 1Y | -46.7% | +19.7% | -66.4% | -45.2% |
| All | -46.7% | +16.2% | -62.8% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling