+1,669.6%
AXON vs P
+557.5%
+1,112.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.0% | +6.8% | +3.2% |
| 7D | +0.2% | -19.4% | +19.6% | +6.1% |
| 30D | +3.0% | -22.3% | +25.3% | +9.5% |
| 3M | -30.1% | +33.2% | -63.3% | -37.3% |
| 6M | +7.7% | +53.6% | -45.9% | -9.9% |
| YTD | -25.3% | +66.8% | -92.1% | -39.7% |
| 1Y | -39.9% | +17.5% | -57.5% | -47.3% |
| 3Y | +95.2% | +219.7% | -124.5% | +14.4% |
| 5Y | +129.9% | +307.8% | -177.9% | +20.7% |
| 10Y | +1,829.8% | +855.3% | +974.5% | +699.3% |
| All | +1,669.6% | +557.5% | +1,112.2% | +589.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 all: compounded portfolio wealth divided by compounded P 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…
all analysis · Full analysis span regression · 6 months rolling