+112,002.2%
AXON vs NOC
+2,171.6%
+109,830.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.0% |
| 7D | -14.2% | -5.2% | -9.0% | -11.9% |
| 30D | -15.4% | -7.2% | -8.2% | -12.5% |
| 3M | +0.5% | -5.1% | +5.6% | +2.7% |
| 6M | -9.5% | -31.1% | +21.6% | +6.6% |
| YTD | -9.2% | -8.6% | -0.6% | -7.0% |
| 1Y | -29.4% | -9.7% | -19.7% | -27.3% |
| 3Y | +139.4% | +24.3% | +115.1% | +103.5% |
| 5Y | +178.9% | +52.6% | +126.3% | +101.1% |
| 10Y | +1,840.8% | +183.6% | +1,657.2% | +798.2% |
| All | +112,002.2% | +2,171.6% | +109,830.6% | +19,976.7% |
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