+1,846.0%
AXON vs RMBS
+557.5%
+1,288.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.3% |
| 7D | -3.3% | +3.5% | -6.8% | -4.3% |
| 30D | -17.8% | -8.6% | -9.2% | -16.1% |
| 3M | +8.3% | -40.3% | +48.6% | +22.6% |
| 6M | -12.4% | -1.0% | -11.4% | -19.2% |
| YTD | -13.7% | -4.6% | -9.1% | -21.6% |
| 1Y | -33.1% | +17.6% | -50.6% | -45.3% |
| 3Y | +128.2% | +58.6% | +69.6% | +48.0% |
| 5Y | +170.5% | +270.9% | -100.4% | +9.1% |
| 10Y | +1,846.0% | +569.1% | +1,276.9% | +438.5% |
| All | +1,846.0% | +557.5% | +1,288.4% | +438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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