+83,065.2%
AXON vs M
+127.3%
+82,937.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.9% | -3.9% | -8.1% |
| 7D | -12.7% | -2.1% | -10.5% | -12.1% |
| 30D | -8.6% | +7.7% | -16.3% | -10.5% |
| 3M | -37.2% | -4.4% | -32.9% | -36.5% |
| 6M | +0.5% | +27.5% | -27.0% | -7.1% |
| YTD | -32.6% | +12.8% | -45.4% | -36.3% |
| 1Y | -40.2% | +20.7% | -60.9% | -44.7% |
| 3Y | +76.1% | +111.3% | -35.2% | +25.2% |
| 5Y | +109.5% | -6.3% | +115.8% | +78.9% |
| 10Y | +1,640.5% | +1.5% | +1,639.0% | +1,024.0% |
| All | +83,065.2% | +127.3% | +82,937.9% | +27,417.0% |
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