+109,776.1%
AXON vs NTRS
+412.0%
+109,364.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.5% |
| 7D | -2.5% | +1.7% | -4.2% | -3.2% |
| 30D | -11.5% | +0.1% | -11.6% | -11.6% |
| 3M | +7.3% | +9.8% | -2.5% | +2.3% |
| 6M | -11.9% | +34.7% | -46.6% | -24.3% |
| YTD | -11.0% | +37.4% | -48.4% | -24.3% |
| 1Y | -31.8% | +48.2% | -79.9% | -44.1% |
| 3Y | +135.4% | +163.5% | -28.1% | +41.4% |
| 5Y | +176.9% | +88.2% | +88.6% | +88.6% |
| 10Y | +1,854.5% | +246.8% | +1,607.6% | +800.0% |
| All | +109,776.1% | +412.0% | +109,364.1% | +32,987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling