+77.2%
AXON vs OMC
+49.2%
+28.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.8% | -17.4% | -17.9% |
| 7D | -26.8% | +6.3% | -33.1% | -28.5% |
| 30D | -22.9% | +15.4% | -38.3% | -27.0% |
| 3M | -40.1% | +5.8% | -45.8% | -41.2% |
| 6M | -18.9% | +14.7% | -33.6% | -22.8% |
| YTD | -44.9% | +10.3% | -55.2% | -47.1% |
| 1Y | -46.7% | +23.2% | -69.9% | -50.9% |
| 3Y | +44.3% | +24.6% | +19.7% | +25.5% |
| All | +77.2% | +49.2% | +28.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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