+77.2%
AXON vs ROL
+13.1%
+64.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.5% |
| 7D | -26.8% | +9.5% | -36.3% | -28.9% |
| 30D | -22.9% | +22.9% | -45.8% | -27.8% |
| 3M | -40.1% | +3.5% | -43.6% | -40.8% |
| 6M | -18.9% | -29.4% | +10.5% | -10.3% |
| YTD | -44.9% | -36.1% | -8.8% | -37.5% |
| 1Y | -46.7% | -34.4% | -12.3% | -40.1% |
| 3Y | +44.3% | +4.0% | +40.3% | +30.6% |
| All | +77.2% | +13.1% | +64.1% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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