+88.4%
AXON vs GAP
+2.1%
+86.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +2.9% |
| 7D | +0.8% | -1.9% | +2.7% | +1.1% |
| 30D | -22.8% | -7.1% | -15.7% | -21.7% |
| 3M | -48.8% | +4.1% | -52.9% | -49.1% |
| 6M | -16.3% | +1.9% | -18.2% | -17.0% |
| YTD | -44.5% | -15.2% | -29.3% | -43.7% |
| 1Y | -43.4% | -10.6% | -32.8% | -43.2% |
| 3Y | +44.3% | +74.6% | -30.3% | +18.7% |
| All | +88.4% | +2.1% | +86.3% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling