+112,002.2%
AXON vs M
+114.7%
+111,887.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.9% |
| 7D | -14.2% | +4.7% | -18.9% | -15.3% |
| 30D | -15.4% | -9.6% | -5.7% | -12.9% |
| 3M | +0.5% | +0.9% | -0.4% | -0.4% |
| 6M | -9.5% | +22.3% | -31.8% | -15.5% |
| YTD | -9.2% | +6.5% | -15.7% | -12.6% |
| 1Y | -29.4% | +38.8% | -68.1% | -37.7% |
| 3Y | +139.4% | +115.9% | +23.5% | +68.5% |
| 5Y | +178.9% | +28.6% | +150.3% | +112.1% |
| 10Y | +1,840.8% | -2.5% | +1,843.3% | +1,165.4% |
| All | +112,002.2% | +114.7% | +111,887.4% | +37,647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling