+44.3%
AXON vs M
+100.8%
-56.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -4.6% | -13.6% | -17.8% |
| 7D | -26.8% | -4.3% | -22.6% | -26.4% |
| 30D | -22.9% | +1.3% | -24.2% | -22.8% |
| 3M | -40.1% | -7.4% | -32.7% | -39.7% |
| 6M | -18.9% | +18.3% | -37.2% | -19.4% |
| YTD | -44.9% | +7.6% | -52.5% | -45.0% |
| 1Y | -46.7% | +17.4% | -64.1% | -47.1% |
| 3Y | +44.3% | +108.4% | -64.0% | +33.7% |
| All | +44.3% | +100.8% | -56.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling