+67,943.5%
AXON vs NOC
+2,215.8%
+65,727.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | 0.0% | -18.1% | -18.2% |
| 7D | -26.8% | -5.8% | -21.0% | -24.9% |
| 30D | -22.9% | +10.9% | -33.8% | -26.7% |
| 3M | -40.1% | -7.1% | -33.0% | -38.3% |
| 6M | -18.9% | -5.3% | -13.5% | -17.5% |
| YTD | -44.9% | -6.8% | -38.1% | -44.3% |
| 1Y | -46.7% | -6.7% | -40.0% | -46.2% |
| 3Y | +44.3% | +17.2% | +27.2% | +26.3% |
| 5Y | +71.4% | +56.3% | +15.1% | +22.2% |
| 10Y | +1,324.0% | +173.7% | +1,150.3% | +573.4% |
| All | +67,943.5% | +2,215.8% | +65,727.7% | +11,922.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling