-48.1%
AXON vs IR
+11.6%
-59.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -4.0% |
| 7D | -28.7% | +5.0% | -33.8% | -29.4% |
| 30D | -28.3% | +10.3% | -38.6% | -29.8% |
| 3M | -46.9% | -0.1% | -46.8% | -47.0% |
| 6M | -24.9% | +14.8% | -39.6% | -26.5% |
| YTD | -46.6% | +9.7% | -56.4% | -50.8% |
| All | -48.1% | +11.6% | -59.7% | -52.7% |
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