+1,180.9%
AXON vs NOC
+158.6%
+1,022.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.8% |
| 7D | -28.7% | -2.9% | -25.8% | -28.3% |
| 30D | -28.3% | +12.1% | -40.4% | -30.4% |
| 3M | -46.9% | -5.3% | -41.6% | -46.3% |
| 6M | -24.9% | -1.0% | -23.8% | -25.0% |
| YTD | -46.6% | -4.3% | -42.3% | -46.7% |
| 1Y | -49.7% | -3.6% | -46.0% | -49.8% |
| 3Y | +40.6% | +22.9% | +17.7% | +29.3% |
| 5Y | +71.9% | +60.4% | +11.5% | +39.9% |
| 10Y | +1,180.9% | +161.3% | +1,019.6% | +601.8% |
| All | +1,180.9% | +158.6% | +1,022.2% | +601.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling