+129.8%
AXON vs NYT
+55.6%
+74.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.6% |
| 7D | -3.3% | -1.6% | -1.8% | -3.0% |
| 30D | -17.8% | +2.8% | -20.6% | -18.4% |
| 3M | +8.3% | -9.2% | +17.5% | +10.3% |
| 6M | -12.4% | -17.1% | +4.7% | -8.8% |
| YTD | -13.7% | -3.2% | -10.5% | -13.8% |
| 1Y | -33.1% | +15.7% | -48.8% | -36.3% |
| All | +129.8% | +55.6% | +74.3% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling