+88.4%
AXON vs NYT
+60.3%
+28.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.0% |
| 7D | +0.8% | +6.5% | -5.7% | -1.7% |
| 30D | -22.8% | +8.4% | -31.2% | -25.4% |
| 3M | -48.8% | +13.9% | -62.7% | -51.7% |
| 6M | -16.3% | -4.8% | -11.5% | -15.9% |
| YTD | -44.5% | +6.2% | -50.6% | -47.1% |
| 1Y | -43.4% | +14.3% | -57.7% | -47.9% |
| 3Y | +44.3% | +73.6% | -29.3% | +2.9% |
| All | +88.4% | +60.3% | +28.1% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling