-48.1%
AXON vs RMBS
-27.4%
-20.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.3% | -11.5% | -3.6% |
| 7D | -28.7% | -3.9% | -24.8% | -28.4% |
| 30D | -28.3% | -24.9% | -3.4% | -27.0% |
| 3M | -46.9% | -20.5% | -26.4% | -46.1% |
| 6M | -24.9% | -37.5% | +12.7% | -22.9% |
| YTD | -46.6% | -12.1% | -34.5% | -50.4% |
| All | -48.1% | -27.4% | -20.7% | -49.6% |
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