-44.9%
AXON vs DD
+30.9%
-75.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.4% |
| 7D | -25.6% | +3.2% | -28.9% | -25.9% |
| 30D | -23.9% | +20.3% | -44.2% | -25.9% |
| 3M | -50.4% | +8.2% | -58.6% | -50.8% |
| 6M | -20.0% | +3.4% | -23.4% | -20.7% |
| YTD | -44.5% | +30.6% | -75.1% | -52.9% |
| 1Y | -44.9% | +30.6% | -75.5% | -53.0% |
| All | -44.9% | +30.9% | -75.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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