+44.3%
AXON vs REPL
+48.4%
-4.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +8.0% | -26.2% | -18.3% |
| 7D | -26.8% | +22.8% | -49.6% | -27.1% |
| 30D | -22.9% | +63.8% | -86.7% | -23.5% |
| 3M | -40.1% | +68.1% | -108.2% | -40.6% |
| 6M | -18.9% | +528.5% | -547.4% | -22.7% |
| YTD | -44.9% | +122.4% | -167.3% | -46.8% |
| 1Y | -46.7% | +154.4% | -201.0% | -48.8% |
| 3Y | +44.3% | +68.0% | -23.7% | +32.6% |
| All | +44.3% | +48.4% | -4.1% | +32.6% |
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