+40.6%
AXON vs RMBS
+33.4%
+7.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.3% | -11.5% | -4.2% |
| 7D | -28.7% | -3.9% | -24.8% | -28.5% |
| 30D | -28.3% | -24.9% | -3.4% | -25.8% |
| 3M | -46.9% | -20.5% | -26.4% | -45.7% |
| 6M | -24.9% | -37.5% | +12.7% | -21.5% |
| YTD | -46.6% | -12.1% | -34.5% | -49.4% |
| 1Y | -49.7% | -25.0% | -24.7% | -50.9% |
| 3Y | +40.6% | +36.1% | +4.4% | +16.2% |
| All | +40.6% | +33.4% | +7.2% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling