+138.7%
AXON vs NOC
+27.2%
+111.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.8% |
| 7D | -14.2% | -5.2% | -9.0% | -13.5% |
| 30D | -15.4% | -7.2% | -8.2% | -14.5% |
| 3M | +0.5% | -5.1% | +5.6% | +1.1% |
| 6M | -9.5% | -31.1% | +21.6% | -5.9% |
| YTD | -9.2% | -8.6% | -0.6% | -9.0% |
| 1Y | -29.4% | -9.7% | -19.7% | -29.0% |
| All | +138.7% | +27.2% | +111.5% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling