+88.4%
AXON vs IT
-42.2%
+130.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +0.8% | +1.1% | -0.3% | +0.4% |
| 30D | -22.8% | -1.8% | -20.9% | -22.4% |
| 3M | -48.8% | +4.8% | -53.6% | -50.0% |
| 6M | -16.3% | +33.0% | -49.3% | -26.3% |
| YTD | -44.5% | -23.8% | -20.6% | -41.1% |
| 1Y | -43.4% | -16.5% | -26.9% | -42.0% |
| 3Y | +44.3% | -53.6% | +97.9% | +82.9% |
| All | +88.4% | -42.2% | +130.7% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling