+176.9%
AXON vs COPX
+186.1%
-9.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -3.0% |
| 7D | -2.5% | +5.8% | -8.2% | -3.9% |
| 30D | -11.5% | +7.2% | -18.7% | -13.0% |
| 3M | +7.3% | +16.5% | -9.2% | +2.8% |
| 6M | -11.9% | +18.4% | -30.4% | -16.7% |
| YTD | -11.0% | +31.9% | -42.9% | -18.8% |
| 1Y | -31.8% | +88.5% | -120.2% | -43.8% |
| 3Y | +135.4% | +173.1% | -37.7% | +64.4% |
| 5Y | +176.9% | +193.1% | -16.3% | +94.1% |
| All | +176.9% | +186.1% | -9.2% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling