+109.5%
AXON vs DECK
+25.8%
+83.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.5% | -8.3% | -9.3% |
| 7D | -12.7% | +6.0% | -18.7% | -14.2% |
| 30D | -8.6% | +7.4% | -16.1% | -10.7% |
| 3M | -37.2% | -11.7% | -25.6% | -34.9% |
| 6M | +0.5% | -11.0% | +11.5% | +3.4% |
| YTD | -32.6% | -15.4% | -17.3% | -30.7% |
| 1Y | -40.2% | +7.2% | -47.4% | -43.4% |
| 3Y | +76.1% | -11.8% | +87.9% | +55.1% |
| 5Y | +109.5% | +24.3% | +85.1% | +46.7% |
| All | +109.5% | +25.8% | +83.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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