+86.7%
AXON vs REPL
-34.5%
+121.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.7% | +4.5% |
| 7D | -25.6% | +5.3% | -30.9% | -25.8% |
| 30D | -23.9% | +66.6% | -90.5% | -25.3% |
| 3M | -50.4% | +59.6% | -110.0% | -51.3% |
| 6M | -20.0% | +482.4% | -502.4% | -27.8% |
| YTD | -44.5% | +124.1% | -168.5% | -49.0% |
| 1Y | -44.9% | +138.6% | -183.4% | -49.6% |
| 3Y | +44.7% | +96.0% | -51.3% | +10.9% |
| 5Y | +86.7% | -35.4% | +122.1% | +66.5% |
| All | +86.7% | -34.5% | +121.2% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling