+1,705.4%
AXON vs NTR
+97.9%
+1,607.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -7.0% | -1.3% | -5.8% | -6.8% |
| 30D | -20.1% | +16.8% | -36.9% | -23.0% |
| 3M | +7.4% | +20.7% | -13.3% | +2.3% |
| 6M | -7.4% | +0.5% | -7.9% | -8.6% |
| YTD | -15.6% | +29.2% | -44.8% | -22.4% |
| 1Y | -36.2% | +39.6% | -75.8% | -42.9% |
| 3Y | +124.8% | +37.9% | +87.0% | +98.2% |
| 5Y | +166.6% | +47.1% | +119.5% | +108.6% |
| All | +1,705.4% | +97.9% | +1,607.5% | +988.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling