+1,046.6%
AXON vs M
-7.1%
+1,053.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.4% |
| 7D | +0.8% | +7.0% | -6.2% | -0.6% |
| 30D | -22.8% | +8.9% | -31.7% | -23.9% |
| 3M | -48.8% | +4.5% | -53.3% | -49.2% |
| 6M | -16.3% | +36.2% | -52.5% | -21.1% |
| YTD | -44.5% | +15.1% | -59.6% | -46.4% |
| 1Y | -43.4% | +27.4% | -70.8% | -46.5% |
| 3Y | +44.3% | +160.1% | -115.9% | +11.7% |
| 5Y | +85.1% | -1.6% | +86.7% | +67.4% |
| All | +1,046.6% | -7.1% | +1,053.7% | +814.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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