+71.9%
AXON vs D
+14.9%
+57.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -28.7% | +0.8% | -29.5% | -28.7% |
| 30D | -28.3% | +10.7% | -39.0% | -29.0% |
| 3M | -46.9% | +2.3% | -49.2% | -47.0% |
| 6M | -24.9% | +12.5% | -37.4% | -25.7% |
| YTD | -46.6% | +20.1% | -66.7% | -47.6% |
| 1Y | -49.7% | +15.6% | -65.2% | -50.4% |
| 3Y | +40.6% | +75.2% | -34.6% | +29.2% |
| 5Y | +71.9% | +14.6% | +57.3% | +71.1% |
| All | +71.9% | +14.9% | +57.0% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling