+77.2%
AXON vs M
-11.5%
+88.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -4.6% | -13.6% | -17.3% |
| 7D | -26.8% | -4.3% | -22.6% | -26.1% |
| 30D | -22.9% | +1.3% | -24.2% | -22.9% |
| 3M | -40.1% | -7.4% | -32.7% | -39.2% |
| 6M | -18.9% | +18.3% | -37.2% | -21.4% |
| YTD | -44.9% | +7.6% | -52.5% | -46.0% |
| 1Y | -46.7% | +17.4% | -64.1% | -48.7% |
| 3Y | +44.3% | +108.4% | -64.0% | +12.7% |
| All | +77.2% | -11.5% | +88.6% | +61.9% |
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