-48.3%
AXON vs REPL
+175.2%
-223.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.2% |
| 7D | -27.4% | +12.7% | -40.1% | -27.2% |
| 30D | -28.5% | +73.5% | -101.9% | -28.0% |
| 3M | -49.3% | +70.3% | -119.6% | -48.9% |
| 6M | -25.0% | +472.0% | -497.0% | -22.8% |
| YTD | -46.7% | +139.5% | -186.2% | -45.6% |
| 1Y | -48.3% | +167.3% | -215.5% | -49.0% |
| All | -48.3% | +175.2% | -223.4% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling