+44.3%
AXON vs IR
+27.4%
+17.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.4% | -19.6% | -18.6% |
| 7D | -26.8% | +3.7% | -30.5% | -27.6% |
| 30D | -22.9% | +7.4% | -30.4% | -24.6% |
| 3M | -40.1% | -5.9% | -34.2% | -39.2% |
| 6M | -18.9% | +5.6% | -24.5% | -20.3% |
| YTD | -44.9% | +4.8% | -49.7% | -46.7% |
| 1Y | -46.7% | +6.9% | -53.6% | -48.8% |
| 3Y | +44.3% | +27.6% | +16.8% | +29.0% |
| All | +44.3% | +27.4% | +17.0% | +29.0% |
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