-48.1%
AXON vs DD
+31.6%
-79.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.9% | -9.0% | -3.9% |
| 7D | -28.7% | +9.8% | -38.5% | -29.6% |
| 30D | -28.3% | +19.3% | -47.6% | -30.1% |
| 3M | -46.9% | +9.4% | -56.3% | -47.4% |
| 6M | -24.9% | +4.8% | -29.7% | -25.6% |
| YTD | -46.6% | +30.2% | -76.9% | -54.6% |
| All | -48.1% | +31.6% | -79.7% | -55.8% |
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