+223.7%
AXON vs PL
+84.9%
+138.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | -14.2% | -9.3% | -4.9% | -13.0% |
| 30D | -15.4% | -18.9% | +3.5% | -12.9% |
| 3M | +0.5% | -58.4% | +58.9% | +12.8% |
| 6M | -9.5% | -30.3% | +20.8% | -8.4% |
| YTD | -9.2% | -8.1% | -1.1% | -12.3% |
| 1Y | -29.4% | +180.5% | -209.9% | -44.5% |
| 3Y | +139.4% | +444.1% | -304.7% | +56.0% |
| 5Y | +178.9% | +83.0% | +95.9% | +94.5% |
| All | +223.7% | +84.9% | +138.8% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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