+1,617.1%
AXON vs RF
+280.8%
+1,336.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.1% | -7.7% | -9.0% |
| 7D | -12.7% | -1.6% | -11.0% | -12.1% |
| 30D | -8.6% | +5.0% | -13.6% | -10.2% |
| 3M | -37.2% | -10.0% | -27.3% | -34.7% |
| 6M | +0.5% | +3.3% | -2.8% | -0.5% |
| YTD | -32.6% | +7.9% | -40.6% | -34.7% |
| 1Y | -40.2% | +21.2% | -61.4% | -44.5% |
| 3Y | +76.1% | +105.8% | -29.7% | +32.0% |
| 5Y | +109.5% | +43.7% | +65.7% | +74.3% |
| All | +1,617.1% | +280.8% | +1,336.3% | +678.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling