-39.9%
AXON vs ROST
+54.7%
-94.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +1.2% |
| 7D | +0.2% | +7.8% | -7.6% | -0.6% |
| 30D | +3.0% | +8.6% | -5.6% | +2.0% |
| 3M | -30.1% | -1.9% | -28.2% | -30.3% |
| 6M | +7.7% | +9.1% | -1.4% | +6.1% |
| YTD | -25.3% | +37.2% | -62.6% | -32.1% |
| 1Y | -39.9% | +52.7% | -92.7% | -47.8% |
| All | -39.9% | +54.7% | -94.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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