+280.0%
AXON vs QS
-54.8%
+334.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | -27.4% | +8.0% | -35.4% | -28.0% |
| 30D | -28.5% | -2.8% | -25.6% | -28.4% |
| 3M | -49.3% | -28.1% | -21.2% | -47.8% |
| 6M | -25.0% | -41.0% | +16.0% | -21.9% |
| YTD | -46.7% | -57.3% | +10.6% | -43.2% |
| 1Y | -48.3% | -72.7% | +24.4% | -42.8% |
| 3Y | +38.8% | -18.6% | +57.5% | +30.3% |
| 5Y | +77.7% | -87.0% | +164.7% | +80.1% |
| All | +280.0% | -54.8% | +334.8% | +319.1% |
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