-29.4%
AXON vs RF
+16.9%
-46.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | -14.2% | +1.3% | -15.5% | -14.7% |
| 30D | -15.4% | -3.6% | -11.8% | -13.9% |
| 3M | +0.5% | +8.1% | -7.6% | -2.1% |
| 6M | -9.5% | +11.5% | -21.0% | -13.5% |
| YTD | -9.2% | +15.6% | -24.8% | -15.5% |
| 1Y | -29.4% | +15.7% | -45.1% | -34.0% |
| All | -29.4% | +16.9% | -46.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling