-39.9%
AXON vs RGEN
+19.5%
-59.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +0.2% | -3.5% | +3.8% | +1.3% |
| 30D | +3.0% | -6.0% | +9.0% | +4.6% |
| 3M | -30.1% | +19.0% | -49.1% | -34.9% |
| 6M | +7.7% | +50.7% | -43.0% | -9.8% |
| YTD | -25.3% | +8.8% | -34.1% | -28.7% |
| 1Y | -39.9% | +21.3% | -61.2% | -44.2% |
| All | -39.9% | +19.5% | -59.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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