+166.3%
AXON vs NYT
+39.3%
+127.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -11.0% | -0.7% | -10.3% | -10.8% |
| 30D | -24.7% | +4.5% | -29.2% | -26.1% |
| 3M | +7.0% | -8.5% | +15.5% | +9.8% |
| 6M | -9.6% | -15.1% | +5.4% | -4.8% |
| YTD | -15.7% | -3.3% | -12.4% | -16.1% |
| 1Y | -35.9% | +17.0% | -52.9% | -41.5% |
| 3Y | +123.0% | +55.7% | +67.4% | +69.7% |
| 5Y | +166.3% | +38.9% | +127.4% | +93.4% |
| All | +166.3% | +39.3% | +127.0% | +93.4% |
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