+71.9%
AXON vs M
-2.8%
+74.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.1% | -11.2% | -4.6% |
| 7D | -28.7% | +2.5% | -31.3% | -29.0% |
| 30D | -28.3% | +10.1% | -38.4% | -29.4% |
| 3M | -46.9% | -0.9% | -46.0% | -46.8% |
| 6M | -24.9% | +30.2% | -55.0% | -28.5% |
| YTD | -46.6% | +16.3% | -62.9% | -48.5% |
| 1Y | -49.7% | +27.0% | -76.6% | -52.4% |
| 3Y | +40.6% | +154.5% | -113.9% | +4.5% |
| 5Y | +71.9% | -1.1% | +72.9% | +54.3% |
| All | +71.9% | -2.8% | +74.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling