+598.5%
AXON vs REPL
-6.0%
+604.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -4.1% |
| 7D | -14.2% | -3.0% | -11.2% | -14.0% |
| 30D | -15.4% | +27.1% | -42.5% | -16.8% |
| 3M | +0.5% | +52.4% | -51.9% | -4.9% |
| 6M | -9.5% | +107.4% | -116.9% | -21.9% |
| YTD | -9.2% | +54.7% | -63.9% | -19.9% |
| 1Y | -29.4% | +158.9% | -188.2% | -43.3% |
| 3Y | +139.4% | -23.7% | +163.1% | +82.6% |
| 5Y | +178.9% | -54.3% | +233.2% | +119.9% |
| All | +598.5% | -6.0% | +604.5% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling