-31.8%
AXON vs RMBS
+14.4%
-46.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -2.5% | +3.0% | -5.4% | -2.7% |
| 30D | -11.5% | -14.4% | +2.9% | -10.7% |
| 3M | +7.3% | -42.8% | +50.1% | +11.1% |
| 6M | -11.9% | -1.4% | -10.6% | -15.7% |
| YTD | -11.0% | -5.4% | -5.6% | -15.4% |
| 1Y | -31.8% | +18.6% | -50.3% | -37.3% |
| All | -31.8% | +14.4% | -46.1% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling