+182.3%
AXON vs QS
-75.2%
+257.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.7% | -4.3% |
| 7D | -14.2% | -2.3% | -11.8% | -13.9% |
| 30D | -15.4% | -0.7% | -14.7% | -15.3% |
| 3M | +0.5% | -39.6% | +40.1% | +7.0% |
| 6M | -9.5% | -21.7% | +12.2% | -7.5% |
| YTD | -9.2% | -47.4% | +38.2% | -2.6% |
| 1Y | -29.4% | -28.4% | -1.0% | -29.2% |
| 3Y | +139.4% | -22.6% | +162.0% | +112.8% |
| All | +182.3% | -75.2% | +257.5% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling