+418.2%
AXON vs REPL
+25.1%
+393.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.2% | -6.6% | -9.6% |
| 7D | -12.7% | +15.1% | -27.8% | -13.4% |
| 30D | -8.6% | +51.1% | -59.7% | -11.0% |
| 3M | -37.2% | +69.2% | -106.5% | -39.4% |
| 6M | +0.5% | +597.6% | -597.0% | -16.9% |
| YTD | -32.6% | +106.0% | -138.6% | -41.7% |
| 1Y | -40.2% | +133.3% | -173.5% | -48.9% |
| 3Y | +76.1% | +41.0% | +35.1% | +24.9% |
| 5Y | +109.5% | -40.1% | +149.6% | +62.8% |
| All | +418.2% | +25.1% | +393.0% | +196.4% |
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