+182.3%
AXON vs M
+27.3%
+155.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.6% |
| 7D | -14.2% | +4.7% | -18.9% | -14.9% |
| 30D | -15.4% | -9.6% | -5.7% | -13.9% |
| 3M | +0.5% | +0.9% | -0.4% | 0.0% |
| 6M | -9.5% | +22.3% | -31.8% | -13.0% |
| YTD | -9.2% | +6.5% | -15.7% | -11.1% |
| 1Y | -29.4% | +38.8% | -68.1% | -34.4% |
| 3Y | +139.4% | +115.9% | +23.5% | +86.6% |
| All | +182.3% | +27.3% | +155.0% | +147.3% |
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