-44.9%
AXON vs IR
+10.6%
-55.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -19.7% | +4.3% | -24.0% | -20.4% |
| 30D | -25.7% | +8.1% | -33.8% | -26.9% |
| 3M | -48.8% | +0.7% | -49.5% | -49.0% |
| 6M | -22.0% | +16.6% | -38.6% | -23.7% |
| YTD | -45.9% | +7.8% | -53.7% | -49.9% |
| All | -44.9% | +10.6% | -55.5% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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