+327.2%
AXON vs REPL
+36.8%
+290.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +0.8% | +1.2% | -0.5% | +0.7% |
| 30D | -22.8% | +92.2% | -115.0% | -25.9% |
| 3M | -48.8% | +44.1% | -92.9% | -50.1% |
| 6M | -16.3% | +313.0% | -329.3% | -27.4% |
| YTD | -44.5% | +125.2% | -169.7% | -52.2% |
| 1Y | -43.4% | +143.8% | -187.2% | -51.7% |
| 3Y | +44.3% | +104.2% | -59.9% | -2.9% |
| 5Y | +85.1% | -34.5% | +119.6% | +42.9% |
| All | +327.2% | +36.8% | +290.4% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling