+176.9%
AXON vs NOC
+56.8%
+120.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -11.5% | -8.9% | -2.6% | -10.5% |
| 3M | +7.3% | -3.7% | +11.0% | +7.7% |
| 6M | -11.9% | -30.8% | +18.9% | -9.0% |
| YTD | -11.0% | -7.9% | -3.1% | -10.7% |
| 1Y | -31.8% | -9.4% | -22.3% | -31.4% |
| 3Y | +135.4% | +29.0% | +106.4% | +128.1% |
| 5Y | +176.9% | +56.1% | +120.8% | +182.1% |
| All | +176.9% | +56.8% | +120.1% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling