-39.9%
AXON vs COPX
+31.7%
-71.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.1% | +1.1% |
| 7D | +0.2% | -3.0% | +3.2% | +0.8% |
| 30D | +3.0% | -13.6% | +16.6% | +5.9% |
| 3M | -30.1% | -11.2% | -18.9% | -28.4% |
| 6M | +7.7% | -2.4% | +10.1% | +7.3% |
| YTD | -25.3% | +4.2% | -29.5% | -29.1% |
| 1Y | -39.9% | +32.2% | -72.1% | -46.0% |
| All | -39.9% | +31.7% | -71.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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