+534.8%
AXON vs QS
-43.2%
+578.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -2.5% | +2.2% | -4.7% | -2.7% |
| 30D | -11.5% | -8.1% | -3.4% | -10.8% |
| 3M | +7.3% | -27.0% | +34.3% | +10.0% |
| 6M | -11.9% | -16.4% | +4.5% | -11.1% |
| YTD | -11.0% | -46.4% | +35.3% | -6.9% |
| 1Y | -31.8% | -41.1% | +9.3% | -30.1% |
| 3Y | +135.4% | -18.6% | +154.0% | +121.0% |
| 5Y | +176.9% | -73.0% | +249.9% | +170.4% |
| All | +534.8% | -43.2% | +578.1% | +586.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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