-33.1%
AXON vs QS
-45.8%
+12.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.6% | +3.6% | -2.0% |
| 7D | -3.3% | -4.2% | +0.9% | -2.7% |
| 30D | -17.8% | -15.7% | -2.2% | -15.6% |
| 3M | +8.3% | -28.7% | +37.0% | +12.8% |
| 6M | -12.4% | -23.2% | +10.9% | -10.4% |
| YTD | -13.7% | -49.9% | +36.2% | -8.1% |
| 1Y | -33.1% | -38.8% | +5.7% | -32.9% |
| All | -33.1% | -45.8% | +12.7% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling