+1,854.5%
AXON vs IT
+89.8%
+1,764.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.4% | +5.4% | +1.0% |
| 7D | -2.5% | -9.1% | +6.6% | +1.3% |
| 30D | -11.5% | -7.0% | -4.5% | -9.0% |
| 3M | +7.3% | +7.6% | -0.3% | +2.5% |
| 6M | -11.9% | +2.1% | -14.1% | -14.3% |
| YTD | -11.0% | -31.6% | +20.6% | +0.2% |
| 1Y | -31.8% | -29.9% | -1.8% | -24.5% |
| 3Y | +135.4% | -51.3% | +186.7% | +187.0% |
| 5Y | +176.9% | -44.8% | +221.6% | +211.3% |
| 10Y | +1,854.5% | +91.4% | +1,763.1% | +1,166.9% |
| All | +1,854.5% | +89.8% | +1,764.6% | +1,166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling