+1,787.9%
AXON vs NTRS
+259.9%
+1,528.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -7.0% | +1.4% | -8.4% | -7.6% |
| 30D | -20.1% | -0.7% | -19.4% | -19.9% |
| 3M | +7.4% | +11.3% | -3.9% | +2.6% |
| 6M | -7.4% | +35.5% | -42.9% | -18.8% |
| YTD | -15.6% | +40.6% | -56.2% | -27.2% |
| 1Y | -36.2% | +49.2% | -85.4% | -46.3% |
| 3Y | +124.8% | +167.2% | -42.4% | +44.5% |
| 5Y | +166.6% | +94.9% | +71.6% | +90.9% |
| All | +1,787.9% | +259.9% | +1,528.0% | +874.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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