+1,016.4%
AXON vs COPX
+318.2%
+698.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.6% | -1.5% |
| 7D | -19.7% | +1.1% | -20.8% | -20.2% |
| 30D | -25.7% | -15.9% | -9.8% | -21.4% |
| 3M | -48.8% | -19.6% | -29.2% | -45.1% |
| 6M | -22.0% | -21.5% | -0.5% | -16.6% |
| YTD | -45.9% | -0.8% | -45.2% | -48.0% |
| 1Y | -46.1% | +15.2% | -61.2% | -51.0% |
| 3Y | +40.9% | +134.7% | -93.8% | -9.5% |
| 5Y | +80.2% | +111.3% | -31.1% | +18.0% |
| All | +1,016.4% | +318.2% | +698.2% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling