+135.4%
AXON vs QSR
+28.6%
+106.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -11.5% | +5.9% | -17.4% | -12.1% |
| 3M | +7.3% | +10.5% | -3.2% | +6.2% |
| 6M | -11.9% | +7.7% | -19.7% | -12.6% |
| YTD | -11.0% | +16.8% | -27.8% | -12.3% |
| 1Y | -31.8% | +30.9% | -62.6% | -34.0% |
| 3Y | +135.4% | +28.2% | +107.2% | +119.6% |
| All | +135.4% | +28.6% | +106.8% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling