+40.6%
AXON vs REPL
+91.4%
-50.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -3.2% |
| 7D | -28.7% | +14.2% | -42.9% | -28.9% |
| 30D | -28.3% | +65.9% | -94.2% | -28.9% |
| 3M | -46.9% | +84.6% | -131.5% | -47.4% |
| 6M | -24.9% | +446.9% | -471.8% | -28.0% |
| YTD | -46.6% | +129.0% | -175.6% | -48.4% |
| 1Y | -49.7% | +167.9% | -217.6% | -51.7% |
| 3Y | +40.6% | +93.9% | -53.3% | +28.8% |
| All | +40.6% | +91.4% | -50.8% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling