+1,013.1%
AXON vs COO
+41.6%
+971.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -27.4% | +4.5% | -31.9% | -28.7% |
| 30D | -28.5% | +16.9% | -45.4% | -33.2% |
| 3M | -49.3% | -16.7% | -32.6% | -45.3% |
| 6M | -25.0% | +5.9% | -31.0% | -27.4% |
| YTD | -46.7% | -22.4% | -24.3% | -40.9% |
| 1Y | -48.3% | -10.1% | -38.1% | -46.3% |
| 3Y | +38.8% | -22.8% | +61.6% | +44.2% |
| 5Y | +77.7% | -41.4% | +119.1% | +112.1% |
| All | +1,013.1% | +41.6% | +971.5% | +922.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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