+77.2%
AXON vs COO
-41.6%
+118.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.8% | -16.4% | -17.5% |
| 7D | -26.8% | +4.7% | -31.5% | -28.0% |
| 30D | -22.9% | +13.9% | -36.8% | -26.6% |
| 3M | -40.1% | -14.9% | -25.1% | -36.5% |
| 6M | -18.9% | +2.0% | -20.9% | -19.6% |
| YTD | -44.9% | -23.9% | -21.0% | -39.2% |
| 1Y | -46.7% | -9.6% | -37.1% | -44.9% |
| 3Y | +44.3% | -25.4% | +69.8% | +49.4% |
| All | +77.2% | -41.6% | +118.8% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling