-48.1%
AXON vs GAP
-4.6%
-43.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.7% |
| 7D | -28.7% | 0.0% | -28.8% | -28.5% |
| 30D | -28.3% | -4.3% | -24.0% | -27.8% |
| 3M | -46.9% | +9.4% | -56.3% | -47.1% |
| 6M | -24.9% | -3.3% | -21.6% | -24.7% |
| YTD | -46.6% | -10.5% | -36.1% | -47.3% |
| All | -48.1% | -4.6% | -43.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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