-35.9%
AXON vs COPX
+76.0%
-112.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -1.0% |
| 7D | -11.0% | -2.9% | -8.1% | -10.6% |
| 30D | -24.7% | 0.0% | -24.8% | -24.7% |
| 3M | +7.0% | +14.8% | -7.8% | +4.3% |
| 6M | -9.6% | +7.0% | -16.7% | -11.5% |
| YTD | -15.7% | +23.8% | -39.5% | -19.2% |
| 1Y | -35.9% | +75.7% | -111.6% | -33.1% |
| All | -35.9% | +76.0% | -112.0% | -33.1% |
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