+1,787.9%
AXON vs NYT
+489.9%
+1,298.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -7.0% | -0.6% | -6.5% | -6.8% |
| 30D | -20.1% | +4.6% | -24.7% | -21.6% |
| 3M | +7.4% | -9.6% | +17.0% | +10.9% |
| 6M | -7.4% | -14.0% | +6.6% | -2.9% |
| YTD | -15.6% | -2.8% | -12.8% | -16.0% |
| 1Y | -36.2% | +15.6% | -51.8% | -41.1% |
| 3Y | +124.8% | +56.3% | +68.5% | +76.6% |
| 5Y | +166.6% | +39.5% | +127.1% | +113.4% |
| All | +1,787.9% | +489.9% | +1,298.0% | +795.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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