+71.9%
AXON vs RMBS
+235.0%
-163.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.3% | -11.5% | -4.8% |
| 7D | -28.7% | -3.9% | -24.8% | -28.5% |
| 30D | -28.3% | -24.9% | -3.4% | -24.6% |
| 3M | -46.9% | -20.5% | -26.4% | -45.2% |
| 6M | -24.9% | -37.5% | +12.7% | -20.2% |
| YTD | -46.6% | -12.1% | -34.5% | -50.5% |
| 1Y | -49.7% | -25.0% | -24.7% | -51.4% |
| 3Y | +40.6% | +36.1% | +4.4% | +2.0% |
| 5Y | +71.9% | +236.1% | -164.3% | -35.3% |
| All | +71.9% | +235.0% | -163.1% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling