+280.8%
AXON vs QS
-53.6%
+334.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.8% | -9.9% | -3.8% |
| 7D | -28.7% | +13.7% | -42.4% | -29.7% |
| 30D | -28.3% | -0.2% | -28.1% | -28.4% |
| 3M | -46.9% | -24.8% | -22.1% | -45.6% |
| 6M | -24.9% | -39.4% | +14.5% | -22.0% |
| YTD | -46.6% | -56.1% | +9.5% | -43.2% |
| 1Y | -49.7% | -72.5% | +22.8% | -44.4% |
| 3Y | +40.6% | -16.3% | +56.9% | +31.6% |
| 5Y | +71.9% | -87.6% | +159.4% | +74.2% |
| All | +280.8% | -53.6% | +334.4% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling