+1,016.4%
AXON vs QID
-99.1%
+1,115.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.4% |
| 7D | -19.7% | -11.8% | -7.9% | -24.4% |
| 30D | -25.7% | +14.2% | -39.9% | -20.1% |
| 3M | -48.8% | +8.8% | -57.6% | -45.9% |
| 6M | -22.0% | +1.5% | -23.5% | -19.0% |
| YTD | -45.9% | -23.8% | -22.1% | -50.2% |
| 1Y | -46.1% | -22.0% | -24.1% | -49.5% |
| 3Y | +40.9% | -71.9% | +112.8% | -9.2% |
| 5Y | +80.2% | -77.6% | +157.8% | +28.3% |
| All | +1,016.4% | -99.1% | +1,115.4% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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