-46.7%
AXON vs DD
+26.6%
-73.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.1% | -19.3% | -18.3% |
| 7D | -26.8% | +4.6% | -31.4% | -27.3% |
| 30D | -22.9% | +11.8% | -34.7% | -24.2% |
| 3M | -40.1% | +2.2% | -42.3% | -40.1% |
| 6M | -18.9% | -1.6% | -17.2% | -18.9% |
| YTD | -44.9% | +23.0% | -67.9% | -52.8% |
| 1Y | -46.7% | +26.9% | -73.6% | -54.6% |
| All | -46.7% | +26.6% | -73.3% | -54.6% |
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