+77.2%
AXON vs REPL
-35.6%
+112.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +8.0% | -26.2% | -18.4% |
| 7D | -26.8% | +22.8% | -49.6% | -27.4% |
| 30D | -22.9% | +63.8% | -86.7% | -24.3% |
| 3M | -40.1% | +68.1% | -108.2% | -41.3% |
| 6M | -18.9% | +528.5% | -547.4% | -27.2% |
| YTD | -44.9% | +122.4% | -167.3% | -49.4% |
| 1Y | -46.7% | +154.4% | -201.0% | -51.5% |
| 3Y | +44.3% | +68.0% | -23.7% | +14.1% |
| All | +77.2% | -35.6% | +112.8% | +55.2% |
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