-59.0%
AXON vs Q
+74.5%
-133.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -2.4% |
| 7D | -19.7% | +11.5% | -31.2% | -20.5% |
| 30D | -25.7% | -0.2% | -25.5% | -25.5% |
| 3M | -48.8% | -13.6% | -35.2% | -48.0% |
| 6M | -22.0% | -27.0% | +5.1% | -19.8% |
| YTD | -45.9% | +50.5% | -96.5% | -56.5% |
| 1Y | -46.1% | +33.8% | -79.8% | -56.3% |
| All | -59.0% | +74.5% | -133.5% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling