+143.0%
AXON vs IR
+9.5%
+133.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.6% |
| 7D | -14.2% | -2.8% | -11.3% | -13.4% |
| 30D | -15.4% | -15.1% | -0.3% | -11.2% |
| 3M | +0.5% | +6.1% | -5.6% | -1.2% |
| 6M | -9.5% | -16.8% | +7.3% | -5.0% |
| YTD | -9.2% | -3.5% | -5.7% | -10.0% |
| 1Y | -29.4% | -3.5% | -25.9% | -30.1% |
| All | +143.0% | +9.5% | +133.5% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling