-57.9%
AXON vs Q
+68.3%
-126.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.7% |
| 30D | -22.8% | -2.7% | -20.1% | -22.5% |
| 3M | -48.8% | -16.9% | -31.8% | -47.8% |
| 6M | -16.3% | -26.9% | +10.6% | -14.5% |
| YTD | -44.5% | +45.2% | -89.7% | -55.2% |
| 1Y | -43.4% | +38.1% | -81.5% | -54.5% |
| All | -57.9% | +68.3% | -126.2% | -65.6% |
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