-39.9%
AXON vs NOC
-7.1%
-32.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.4% | +2.7% |
| 7D | +0.2% | -5.0% | +5.2% | +1.2% |
| 30D | +3.0% | +10.3% | -7.3% | +1.0% |
| 3M | -30.1% | -4.3% | -25.8% | -29.5% |
| 6M | +7.7% | -6.5% | +14.2% | +7.9% |
| YTD | -25.3% | -6.7% | -18.6% | -30.6% |
| 1Y | -39.9% | -7.5% | -32.4% | -44.5% |
| All | -39.9% | -7.1% | -32.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling