+112,002.2%
AXON vs RMBS
+689.8%
+111,312.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | -14.2% | -0.3% | -13.8% | -14.1% |
| 30D | -15.4% | -12.2% | -3.2% | -13.5% |
| 3M | +0.5% | -49.5% | +50.0% | +12.9% |
| 6M | -9.5% | -7.1% | -2.4% | -12.0% |
| YTD | -9.2% | -7.0% | -2.2% | -12.9% |
| 1Y | -29.4% | +13.3% | -42.7% | -35.9% |
| 3Y | +139.4% | +49.2% | +90.2% | +96.1% |
| 5Y | +178.9% | +250.0% | -71.1% | +90.8% |
| 10Y | +1,840.8% | +495.1% | +1,345.7% | +1,082.6% |
| All | +112,002.2% | +689.8% | +111,312.3% | +45,821.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling