-44.9%
AXON vs D
+16.5%
-61.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.3% |
| 7D | -25.6% | -2.4% | -23.2% | -25.5% |
| 30D | -23.9% | +9.0% | -32.9% | -23.6% |
| 3M | -50.4% | +1.0% | -51.4% | -50.6% |
| 6M | -20.0% | +11.0% | -31.0% | -18.9% |
| YTD | -44.5% | +19.8% | -64.2% | -42.0% |
| 1Y | -44.9% | +16.0% | -60.8% | -42.6% |
| All | -44.9% | +16.5% | -61.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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