+44.3%
AXON vs NTAP
+135.3%
-90.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.1% | -18.1% | -18.2% |
| 7D | -26.8% | -15.1% | -11.8% | -23.7% |
| 30D | -22.9% | -28.1% | +5.2% | -16.5% |
| 3M | -40.1% | -11.4% | -28.6% | -38.8% |
| 6M | -18.9% | +52.2% | -71.1% | -30.1% |
| YTD | -44.9% | +60.4% | -105.3% | -53.6% |
| 1Y | -46.7% | +51.0% | -97.7% | -54.2% |
| 3Y | +44.3% | +135.6% | -91.2% | +14.4% |
| All | +44.3% | +135.3% | -90.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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