+196.5%
AXON vs COMP
-52.8%
+249.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | +0.8% |
| 7D | +0.2% | +9.5% | -9.2% | -1.0% |
| 30D | +3.0% | +8.1% | -5.1% | +1.9% |
| 3M | -30.1% | -16.3% | -13.8% | -28.6% |
| 6M | +7.7% | +42.2% | -34.5% | +2.7% |
| YTD | -25.3% | -5.0% | -20.3% | -25.7% |
| 1Y | -39.9% | +20.1% | -60.0% | -41.9% |
| 3Y | +95.2% | +358.4% | -263.2% | +51.5% |
| 5Y | +129.9% | -21.9% | +151.8% | +124.4% |
| All | +196.5% | -52.8% | +249.3% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling