+71.9%
AXON vs QS
-88.0%
+159.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.8% | -9.9% | -4.1% |
| 7D | -28.7% | +13.7% | -42.4% | -30.2% |
| 30D | -28.3% | -0.2% | -28.1% | -28.5% |
| 3M | -46.9% | -24.8% | -22.1% | -44.8% |
| 6M | -24.9% | -39.4% | +14.5% | -20.3% |
| YTD | -46.6% | -56.1% | +9.5% | -41.2% |
| 1Y | -49.7% | -72.5% | +22.8% | -41.2% |
| 3Y | +40.6% | -16.3% | +56.9% | +20.1% |
| 5Y | +71.9% | -87.6% | +159.4% | +95.0% |
| All | +71.9% | -88.0% | +159.8% | +95.0% |
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