+77.2%
AXON vs DG
-34.7%
+111.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.1% | -15.1% | -17.9% |
| 7D | -26.8% | +1.1% | -27.9% | -26.8% |
| 30D | -22.9% | +9.5% | -32.4% | -23.4% |
| 3M | -40.1% | +5.5% | -45.6% | -40.4% |
| 6M | -18.9% | +16.1% | -35.0% | -20.0% |
| YTD | -44.9% | +2.7% | -47.6% | -45.2% |
| 1Y | -46.7% | +42.1% | -88.8% | -47.6% |
| 3Y | +44.3% | +19.3% | +25.1% | +42.1% |
| All | +77.2% | -34.7% | +111.9% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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